+89.9%
EME vs MSTZ
-99.2%
+189.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.2% | -5.7% | +3.2% |
| 7D | +5.2% | -25.4% | +30.5% | +3.4% |
| 30D | -5.4% | -60.9% | +55.5% | -10.8% |
| 3M | -6.1% | -54.2% | +48.1% | -8.5% |
| 6M | +9.7% | -65.0% | +74.6% | +6.9% |
| YTD | +26.6% | -76.5% | +103.1% | +23.9% |
| 1Y | +24.6% | -23.4% | +48.0% | +37.7% |
| All | +89.9% | -99.2% | +189.1% | +82.4% |
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 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