+200.3%
EAT vs MSTZ
-99.2%
+299.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.2% | -11.5% | -2.9% |
| 7D | -4.9% | -25.4% | +20.5% | -5.9% |
| 30D | -1.2% | -60.9% | +59.7% | -5.0% |
| 3M | +52.2% | -54.2% | +106.4% | +49.6% |
| 6M | +65.0% | -65.0% | +130.0% | +62.3% |
| YTD | +55.0% | -76.5% | +131.5% | +52.8% |
| 1Y | +42.1% | -23.4% | +65.5% | +55.1% |
| All | +200.3% | -99.2% | +299.5% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling