+54.3%
ET vs MSTZ
-99.3%
+153.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.3% |
| 7D | +0.9% | -29.7% | +30.6% | +0.3% |
| 30D | +7.5% | -65.3% | +72.8% | +5.4% |
| 3M | +11.4% | -57.3% | +68.7% | +10.7% |
| 6M | +18.5% | -61.6% | +80.2% | +18.1% |
| YTD | +37.4% | -78.3% | +115.7% | +36.4% |
| 1Y | +30.9% | -30.2% | +61.2% | +37.7% |
| All | +54.3% | -99.3% | +153.5% | +57.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling