+68.0%
EQT vs MSTZ
-99.1%
+167.2%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.9% |
| 7D | -1.2% | +24.8% | -26.0% | -0.2% |
| 30D | +1.1% | -59.2% | +60.3% | -2.1% |
| 3M | +4.8% | -56.9% | +61.7% | +2.8% |
| 6M | -10.6% | -57.6% | +47.0% | -11.2% |
| YTD | +3.4% | -73.6% | +77.0% | +2.7% |
| 1Y | +8.7% | -15.6% | +24.2% | +18.5% |
| All | +68.0% | -99.1% | +167.2% | +47.9% |
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 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