+62.9%
EOSE vs MSTZ
-99.1%
+162.0%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.6% | -10.4% | -2.7% |
| 7D | +14.0% | +24.8% | -10.8% | +18.4% |
| 30D | -5.9% | -59.2% | +53.3% | -17.0% |
| 3M | -34.3% | -56.9% | +22.6% | -38.7% |
| 6M | -37.8% | -57.6% | +19.8% | -38.5% |
| YTD | -65.2% | -73.6% | +8.4% | -65.1% |
| 1Y | -41.9% | -15.6% | -26.4% | -27.5% |
| All | +62.9% | -99.1% | +162.0% | +96.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling