+27.6%
EW vs MSTZ
-99.2%
+126.8%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.5% |
| 7D | -5.1% | -23.6% | +18.5% | -5.4% |
| 30D | -6.4% | -60.7% | +54.4% | -7.8% |
| 3M | -1.6% | -58.3% | +56.7% | -2.5% |
| 6M | +2.3% | -60.0% | +62.3% | +1.7% |
| YTD | +1.1% | -75.2% | +76.3% | +0.5% |
| 1Y | +8.0% | -19.9% | +27.9% | +11.5% |
| All | +27.6% | -99.2% | +126.8% | +23.6% |
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