+126.1%
EWT vs MSTZ
-99.1%
+225.2%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.6% | -9.1% | -2.2% |
| 7D | -1.1% | +24.8% | -25.9% | +0.2% |
| 30D | +4.8% | -59.2% | +64.0% | +0.7% |
| 3M | +11.1% | -56.9% | +68.0% | +8.6% |
| 6M | +54.6% | -57.6% | +112.2% | +53.6% |
| YTD | +71.4% | -73.6% | +145.0% | +70.3% |
| 1Y | +82.1% | -15.6% | +97.7% | +95.0% |
| All | +126.1% | -99.1% | +225.2% | +115.1% |
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 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