+66.4%
EMR vs MSTZ
-99.3%
+165.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.4% |
| 7D | -2.0% | +31.0% | -33.0% | -0.2% |
| 30D | +2.8% | +34.0% | -31.1% | +5.4% |
| 3M | +2.0% | -67.7% | +69.7% | -2.1% |
| 6M | +20.7% | -14.9% | +35.6% | +26.2% |
| YTD | +27.3% | -79.1% | +106.4% | +26.6% |
| 1Y | +31.0% | -58.9% | +89.9% | +36.9% |
| All | +66.4% | -99.3% | +165.7% | +50.2% |
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