-4.9%
EQT vs MSTZ
-63.1%
+58.2%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.6% | +6.4% | -3.2% |
| 7D | -6.6% | +0.7% | -7.3% | -6.5% |
| 30D | +2.7% | +16.6% | -13.9% | +3.0% |
| 3M | -0.2% | -74.7% | +74.5% | -1.1% |
| 6M | -10.6% | -43.9% | +33.3% | -8.2% |
| YTD | -1.2% | -84.0% | +82.9% | -1.7% |
| 1Y | -4.9% | -65.1% | +60.2% | -0.9% |
| All | -4.9% | -63.1% | +58.2% | -0.9% |
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