+164.3%
EWY vs MSTZ
-29.5%
+193.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +4.9% |
| 7D | +4.8% | -29.7% | +34.5% | +1.6% |
| 30D | +11.7% | -65.3% | +76.9% | +1.0% |
| 3M | -7.4% | -57.3% | +49.9% | -10.5% |
| 6M | +40.6% | -61.6% | +102.2% | +39.4% |
| YTD | +94.3% | -78.3% | +172.6% | +91.6% |
| 1Y | +164.3% | -30.2% | +194.5% | +205.3% |
| All | +164.3% | -29.5% | +193.7% | +205.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling