+54.0%
EW vs MSTZ
-99.3%
+153.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.3% | -0.5% |
| 7D | +9.3% | +21.1% | -11.9% | +9.7% |
| 30D | +22.1% | +40.1% | -18.0% | +23.1% |
| 3M | +13.0% | -66.1% | +79.1% | +11.5% |
| 6M | +30.1% | -20.7% | +50.8% | +31.8% |
| YTD | +22.0% | -78.6% | +100.6% | +21.5% |
| 1Y | +23.7% | -55.5% | +79.2% | +25.9% |
| All | +54.0% | -99.3% | +153.3% | +49.5% |
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