+50.8%
EWJ vs MSTZ
-99.2%
+150.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | 0.0% |
| 7D | +2.9% | -25.4% | +28.2% | +2.1% |
| 30D | +1.1% | -60.9% | +62.0% | -1.6% |
| 3M | +7.1% | -54.2% | +61.3% | +5.8% |
| 6M | +16.2% | -65.0% | +81.2% | +14.7% |
| YTD | +22.0% | -76.5% | +98.5% | +20.5% |
| 1Y | +26.2% | -23.4% | +49.6% | +30.3% |
| All | +50.8% | -99.2% | +150.0% | +41.1% |
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