+23.3%
ED vs MSTZ
-99.3%
+122.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.6% | -6.9% | +0.6% |
| 7D | +2.1% | +21.1% | -19.0% | +1.7% |
| 30D | +12.4% | +40.1% | -27.7% | +11.5% |
| 3M | +13.1% | -66.1% | +79.2% | +14.4% |
| 6M | +14.1% | -20.7% | +34.8% | +13.1% |
| YTD | +23.1% | -78.6% | +101.7% | +23.6% |
| 1Y | +25.4% | -55.5% | +80.9% | +24.3% |
| All | +23.3% | -99.3% | +122.6% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling