+11.9%
ED vs MSTZ
-99.2%
+111.1%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.2% | -7.3% | +0.8% |
| 7D | +0.5% | -25.4% | +25.9% | +0.9% |
| 30D | +1.1% | -60.9% | +62.0% | +2.4% |
| 3M | +4.6% | -54.2% | +58.8% | +5.3% |
| 6M | -2.0% | -65.0% | +63.0% | -1.2% |
| YTD | +11.7% | -76.5% | +88.2% | +12.5% |
| 1Y | +15.7% | -23.4% | +39.1% | +14.0% |
| All | +11.9% | -99.2% | +111.1% | +14.6% |
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