+44.9%
ESI vs MSTZ
-99.2%
+144.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.6% | -0.8% |
| 7D | +3.9% | -23.6% | +27.5% | +2.7% |
| 30D | -3.8% | -60.7% | +56.9% | -8.1% |
| 3M | -13.1% | -58.3% | +45.1% | -15.4% |
| 6M | +11.3% | -60.0% | +71.4% | +10.4% |
| YTD | +44.1% | -75.2% | +119.3% | +42.5% |
| 1Y | +40.3% | -19.9% | +60.2% | +51.4% |
| All | +44.9% | -99.2% | +144.1% | +37.9% |
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