+215.7%
EWY vs MSTZ
-99.2%
+314.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.9% |
| 7D | +6.7% | -23.6% | +30.2% | +5.1% |
| 30D | +17.0% | -60.7% | +77.7% | +10.5% |
| 3M | +3.7% | -58.3% | +61.9% | +0.4% |
| 6M | +42.5% | -60.0% | +102.5% | +41.6% |
| YTD | +96.2% | -75.2% | +171.5% | +95.1% |
| 1Y | +160.4% | -19.9% | +180.3% | +180.8% |
| All | +215.7% | -99.2% | +314.9% | +190.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling