-45.3%
EOSE vs MSTZ
-18.6%
-26.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.9% |
| 7D | +1.8% | +17.0% | -15.2% | +5.8% |
| 30D | -6.8% | -61.8% | +54.9% | -24.5% |
| 3M | -36.3% | -54.6% | +18.3% | -41.8% |
| 6M | -38.8% | -59.3% | +20.5% | -40.7% |
| YTD | -65.5% | -74.6% | +9.0% | -65.3% |
| 1Y | -45.3% | -18.8% | -26.5% | +17.8% |
| All | -45.3% | -18.6% | -26.7% | +17.8% |
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