+54.6%
ET vs MSTZ
-99.1%
+153.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +2.9% | -0.9% |
| 7D | +0.2% | +17.0% | -16.8% | +0.6% |
| 30D | +2.9% | -61.8% | +64.7% | +1.0% |
| 3M | +16.8% | -54.6% | +71.4% | +16.0% |
| 6M | +18.9% | -59.3% | +78.1% | +18.4% |
| YTD | +37.7% | -74.6% | +112.3% | +37.2% |
| 1Y | +32.4% | -18.8% | +51.2% | +39.8% |
| All | +54.6% | -99.1% | +153.8% | +58.2% |
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