+41.1%
EFA vs MSTZ
-99.2%
+140.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.2% | -8.7% | -0.3% |
| 7D | +1.2% | -25.4% | +26.6% | +0.5% |
| 30D | -0.7% | -60.9% | +60.1% | -3.2% |
| 3M | +6.4% | -54.2% | +60.6% | +5.1% |
| 6M | +11.4% | -65.0% | +76.4% | +10.1% |
| YTD | +14.0% | -76.5% | +90.5% | +12.9% |
| 1Y | +20.2% | -23.4% | +43.6% | +24.7% |
| All | +41.1% | -99.2% | +140.3% | +31.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling