-47.1%
EOSE vs MSTZ
-29.5%
-17.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.6% | +8.2% | +11.5% |
| 7D | +19.0% | -29.7% | +48.7% | +10.8% |
| 30D | +1.6% | -65.3% | +66.9% | -19.3% |
| 3M | -52.0% | -57.3% | +5.4% | -55.9% |
| 6M | -42.5% | -61.6% | +19.1% | -44.5% |
| YTD | -66.1% | -78.3% | +12.1% | -67.2% |
| 1Y | -47.1% | -30.2% | -16.9% | +8.2% |
| All | -47.1% | -29.5% | -17.7% | +8.2% |
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 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