+48.8%
EEM vs MSTZ
-99.2%
+147.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.1% |
| 7D | +2.7% | +30.8% | -28.1% | +4.2% |
| 30D | -5.4% | +41.2% | -46.6% | -3.1% |
| 3M | -8.6% | -60.9% | +52.3% | -10.5% |
| 6M | -8.9% | -15.7% | +6.8% | -6.0% |
| YTD | +11.9% | -75.2% | +87.1% | +12.6% |
| 1Y | +13.1% | -59.8% | +72.9% | +16.5% |
| All | +48.8% | -99.2% | +147.9% | +37.4% |
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