+61.2%
EOSE vs MSTZ
-99.1%
+160.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.8% | -1.6% |
| 7D | +1.8% | +17.0% | -15.2% | +4.6% |
| 30D | -6.8% | -61.8% | +54.9% | -18.7% |
| 3M | -36.3% | -54.6% | +18.3% | -40.1% |
| 6M | -38.8% | -59.3% | +20.5% | -39.9% |
| YTD | -65.5% | -74.6% | +9.0% | -65.7% |
| 1Y | -45.3% | -18.8% | -26.5% | -32.2% |
| All | +61.2% | -99.1% | +160.4% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling