+55.6%
ET vs MSTZ
-99.2%
+154.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.7% | +0.9% |
| 7D | +0.6% | -23.6% | +24.2% | +0.2% |
| 30D | +5.3% | -60.7% | +66.0% | +3.5% |
| 3M | +15.6% | -58.3% | +73.9% | +14.6% |
| 6M | +20.6% | -60.0% | +80.6% | +20.1% |
| YTD | +38.5% | -75.2% | +113.7% | +38.0% |
| 1Y | +35.7% | -19.9% | +55.6% | +43.2% |
| All | +55.6% | -99.2% | +154.7% | +59.0% |
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