-35.6%
EFX vs MSTZ
-99.2%
+63.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.9% |
| 7D | -0.8% | +30.8% | -31.5% | +0.1% |
| 30D | +25.1% | +41.2% | -16.1% | +26.8% |
| 3M | +1.7% | -60.9% | +62.6% | +0.2% |
| 6M | +18.4% | -15.7% | +34.0% | +20.3% |
| YTD | -12.5% | -75.2% | +62.7% | -12.8% |
| 1Y | -8.1% | -59.8% | +51.7% | -6.6% |
| All | -35.6% | -99.2% | +63.6% | -34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling