+37.9%
ESI vs MSTZ
-99.3%
+137.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.1% | +3.8% |
| 7D | +1.8% | +31.0% | -29.2% | +3.9% |
| 30D | -6.6% | +34.0% | -40.5% | -4.0% |
| 3M | -9.4% | -67.7% | +58.3% | -13.1% |
| 6M | -24.1% | -14.9% | -9.2% | -20.4% |
| YTD | +37.1% | -79.1% | +116.2% | +36.4% |
| 1Y | +24.5% | -58.9% | +83.5% | +29.9% |
| All | +37.9% | -99.3% | +137.2% | +32.0% |
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