+39.1%
ESI vs MSTZ
-99.1%
+138.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.8% | +4.3% | +0.3% |
| 7D | -4.6% | +17.0% | -21.7% | -3.6% |
| 30D | -10.5% | -61.8% | +51.3% | -14.7% |
| 3M | -19.8% | -54.6% | +34.8% | -21.5% |
| 6M | +5.8% | -59.3% | +65.1% | +5.1% |
| YTD | +38.3% | -74.6% | +112.9% | +37.0% |
| 1Y | +31.5% | -18.8% | +50.3% | +42.1% |
| All | +39.1% | -99.1% | +138.2% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling