-0.3%
EMB vs MSTZ
-52.7%
+52.4%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +12.8% | -13.6% | -0.6% |
| 7D | -0.7% | +25.6% | -26.3% | -0.4% |
| 30D | +0.5% | +50.6% | -50.0% | +1.1% |
| 3M | -2.5% | -64.5% | +62.0% | -3.1% |
| 6M | -2.0% | -14.0% | +12.0% | -1.4% |
| YTD | -0.9% | -76.4% | +75.5% | -0.8% |
| 1Y | -0.3% | -56.2% | +55.9% | +0.3% |
| All | -0.3% | -52.7% | +52.4% | +0.3% |
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 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