+44.2%
EOG vs MSTZ
-63.1%
+107.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.6% | +4.3% | -5.0% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | +2.8% | +16.6% | -13.8% | +2.4% |
| 3M | +3.2% | -74.7% | +77.8% | +4.8% |
| 6M | +5.3% | -43.9% | +49.2% | +6.5% |
| YTD | +44.5% | -84.0% | +128.5% | +47.0% |
| 1Y | +44.2% | -65.1% | +109.3% | +49.9% |
| All | +44.2% | -63.1% | +107.2% | +49.9% |
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