+28.4%
EW vs MSTZ
-99.2%
+127.6%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +8.2% | -11.7% | -3.4% |
| 7D | -4.4% | -25.4% | +20.9% | -4.8% |
| 30D | -3.3% | -60.9% | +57.5% | -4.8% |
| 3M | +1.0% | -54.2% | +55.2% | +0.3% |
| 6M | +6.2% | -65.0% | +71.2% | +5.3% |
| YTD | +1.7% | -76.5% | +78.2% | +1.0% |
| 1Y | +8.1% | -23.4% | +31.5% | +11.6% |
| All | +28.4% | -99.2% | +127.6% | +24.3% |
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