-10.6%
EQT vs MSTZ
-55.3%
+44.7%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.6% | -6.0% | +0.6% |
| 7D | -1.2% | +24.8% | -26.0% | -1.4% |
| 30D | +1.1% | -59.2% | +60.3% | +1.5% |
| 3M | +4.8% | -56.9% | +61.7% | +6.1% |
| 6M | -10.6% | -57.6% | +47.0% | -9.7% |
| All | -10.6% | -55.3% | +44.7% | -9.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling