+163.4%
EAT vs MSTZ
-99.3%
+262.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.6% | -11.7% | -3.7% |
| 7D | -5.9% | +21.1% | -27.0% | -4.8% |
| 30D | +0.7% | +40.1% | -39.4% | +3.0% |
| 3M | -14.2% | -66.1% | +51.8% | -17.2% |
| 6M | +40.7% | -20.7% | +61.5% | +46.1% |
| YTD | +36.0% | -78.6% | +114.6% | +35.0% |
| 1Y | +83.1% | -55.5% | +138.5% | +92.5% |
| All | +163.4% | -99.3% | +262.7% | +167.3% |
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