+22.2%
EME vs MSTZ
-18.6%
+40.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.8% | +8.1% | +4.0% |
| 7D | +3.5% | +17.0% | -13.5% | +5.0% |
| 30D | -6.3% | -61.8% | +55.5% | -12.7% |
| 3M | -3.8% | -54.6% | +50.8% | -6.5% |
| 6M | +8.5% | -59.3% | +67.8% | +7.3% |
| YTD | +27.8% | -74.6% | +102.4% | +25.9% |
| 1Y | +22.2% | -18.8% | +41.0% | +57.3% |
| All | +22.2% | -18.6% | +40.8% | +57.3% |
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