+17.9%
ES vs MSTZ
-99.2%
+117.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.9% | -4.1% | +0.8% |
| 7D | +2.7% | +30.8% | -28.1% | +2.9% |
| 30D | +7.6% | +41.2% | -33.6% | +7.9% |
| 3M | +0.5% | -60.9% | +61.4% | -0.1% |
| 6M | +7.6% | -15.7% | +23.3% | +8.3% |
| YTD | +10.2% | -75.2% | +85.4% | +10.1% |
| 1Y | +1.8% | -59.8% | +61.6% | +2.6% |
| All | +17.9% | -99.2% | +117.1% | +21.3% |
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