+34.9%
ETSY vs MSTZ
-99.2%
+134.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +8.2% | -13.0% | -4.3% |
| 7D | -10.9% | -25.4% | +14.4% | -12.1% |
| 30D | -14.9% | -60.9% | +46.0% | -18.8% |
| 3M | +5.8% | -54.2% | +60.0% | +3.5% |
| 6M | +29.1% | -65.0% | +94.1% | +25.9% |
| YTD | +31.3% | -76.5% | +107.9% | +28.6% |
| 1Y | +25.1% | -23.4% | +48.5% | +35.4% |
| All | +34.9% | -99.2% | +134.1% | +25.2% |
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