+9.4%
EFA vs MSTZ
-61.7%
+71.1%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -0.9% |
| 7D | -0.5% | -23.6% | +23.1% | -1.3% |
| 30D | -1.3% | -60.7% | +59.4% | -4.9% |
| 3M | +5.2% | -58.3% | +63.4% | +3.5% |
| 6M | +9.4% | -60.0% | +69.4% | +6.3% |
| All | +9.4% | -61.7% | +71.1% | +6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling