+107.6%
EQX vs MSTZ
-99.1%
+206.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +6.6% | -11.6% | -4.5% |
| 7D | -7.0% | +24.8% | -31.8% | -5.3% |
| 30D | +4.8% | -59.2% | +64.1% | -0.2% |
| 3M | +25.6% | -56.9% | +82.5% | +22.4% |
| 6M | -25.8% | -57.6% | +31.7% | -25.9% |
| YTD | -12.7% | -73.6% | +60.8% | -13.1% |
| 1Y | +14.1% | -15.6% | +29.6% | +18.5% |
| All | +107.6% | -99.1% | +206.7% | +106.6% |
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