+24.9%
ESI vs MSTZ
-63.1%
+88.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -9.6% | +4.9% | -5.3% |
| 7D | -6.6% | +0.7% | -7.3% | -6.4% |
| 30D | -10.9% | +16.6% | -27.5% | -9.3% |
| 3M | -13.8% | -74.7% | +60.9% | -19.5% |
| 6M | -21.5% | -43.9% | +22.4% | -18.0% |
| YTD | +34.7% | -84.0% | +118.7% | +29.7% |
| 1Y | +24.9% | -65.1% | +90.0% | +29.4% |
| All | +24.9% | -63.1% | +88.0% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling