-42.5%
EFX vs MSTZ
-99.2%
+56.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.5% | -7.5% | -1.9% |
| 7D | -9.4% | -23.6% | +14.2% | -9.8% |
| 30D | -6.9% | -60.7% | +53.8% | -8.8% |
| 3M | +0.1% | -58.3% | +58.4% | -1.2% |
| 6M | -17.3% | -60.0% | +42.7% | -18.2% |
| YTD | -21.8% | -75.2% | +53.4% | -22.6% |
| 1Y | -32.5% | -19.9% | -12.7% | -30.0% |
| All | -42.5% | -99.2% | +56.7% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling