+55.1%
EW vs MSTZ
-99.3%
+154.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.9% | -2.4% | +2.6% |
| 7D | +12.3% | +4.3% | +8.0% | +12.4% |
| 30D | +22.9% | +30.2% | -7.3% | +23.7% |
| 3M | +16.7% | -66.9% | +83.6% | +15.1% |
| 6M | +31.0% | -26.3% | +57.3% | +32.4% |
| YTD | +22.8% | -80.1% | +102.9% | +22.1% |
| 1Y | +25.6% | -57.5% | +83.0% | +27.7% |
| All | +55.1% | -99.3% | +154.4% | +50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling