-42.5%
EFX vs MSTZ
-99.1%
+56.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.6% | -6.6% | +0.2% |
| 7D | -11.1% | +24.8% | -35.9% | -10.5% |
| 30D | -7.4% | -59.2% | +51.8% | -9.2% |
| 3M | +1.5% | -56.9% | +58.3% | +0.3% |
| 6M | -13.7% | -57.6% | +43.9% | -14.4% |
| YTD | -21.9% | -73.6% | +51.7% | -22.5% |
| 1Y | -30.8% | -15.6% | -15.2% | -28.1% |
| All | -42.5% | -99.1% | +56.6% | -41.4% |
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