+18.2%
EFA vs MSTZ
-18.6%
+36.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.7% | +0.8% |
| 7D | -1.5% | +17.0% | -18.6% | -0.9% |
| 30D | -1.7% | -61.8% | +60.1% | -4.5% |
| 3M | +3.5% | -54.6% | +58.1% | +2.1% |
| 6M | +9.5% | -59.3% | +68.7% | +8.7% |
| YTD | +12.9% | -74.6% | +87.4% | +11.8% |
| 1Y | +18.2% | -18.8% | +37.0% | +23.5% |
| All | +18.2% | -18.6% | +36.8% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling