+75.5%
EOSE vs MSTZ
-99.2%
+174.7%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +8.2% | +2.6% | +12.2% |
| 7D | +41.4% | -25.4% | +66.8% | +35.6% |
| 30D | +3.6% | -60.9% | +64.5% | -9.2% |
| 3M | -35.7% | -54.2% | +18.5% | -39.3% |
| 6M | -29.9% | -65.0% | +35.1% | -32.9% |
| YTD | -62.5% | -76.5% | +14.0% | -63.2% |
| 1Y | -37.4% | -23.4% | -14.0% | -23.4% |
| All | +75.5% | -99.2% | +174.7% | +107.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling