+63.6%
EEM vs MSTZ
-99.1%
+162.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.6% | -8.7% | -1.8% |
| 7D | -0.7% | +24.8% | -25.5% | +0.4% |
| 30D | +2.4% | -59.2% | +61.6% | -0.9% |
| 3M | +4.2% | -56.9% | +61.0% | +2.2% |
| 6M | +14.8% | -57.6% | +72.4% | +14.2% |
| YTD | +23.1% | -73.6% | +96.7% | +22.4% |
| 1Y | +32.5% | -15.6% | +48.1% | +39.9% |
| All | +63.6% | -99.1% | +162.7% | +49.5% |
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