+111.0%
EQX vs MSTZ
-99.1%
+210.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +1.3% |
| 7D | -3.2% | +17.0% | -20.2% | -1.9% |
| 30D | +7.8% | -61.8% | +69.5% | +2.1% |
| 3M | +21.3% | -54.6% | +75.9% | +18.4% |
| 6M | -22.4% | -59.3% | +36.8% | -22.7% |
| YTD | -11.3% | -74.6% | +63.3% | -12.0% |
| 1Y | +13.5% | -18.8% | +32.3% | +17.5% |
| All | +111.0% | -99.1% | +210.2% | +109.3% |
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