+71.1%
EBAY vs MSTZ
-99.1%
+170.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.6% | -5.1% | +1.7% |
| 7D | -0.8% | +24.8% | -25.6% | -0.1% |
| 30D | -0.6% | -59.2% | +58.6% | -2.8% |
| 3M | -1.0% | -56.9% | +55.9% | -2.4% |
| 6M | +16.3% | -57.6% | +73.9% | +15.5% |
| YTD | +21.7% | -73.6% | +95.3% | +21.0% |
| 1Y | +16.5% | -15.6% | +32.1% | +20.0% |
| All | +71.1% | -99.1% | +170.2% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling