+35.6%
EWZ vs MSTZ
-29.5%
+65.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.6% |
| 7D | +6.5% | -29.7% | +36.2% | +5.4% |
| 30D | +4.8% | -65.3% | +70.1% | +1.2% |
| 3M | +9.9% | -57.3% | +67.2% | +8.4% |
| 6M | +1.9% | -61.6% | +63.6% | +1.3% |
| YTD | +20.3% | -78.3% | +98.6% | +19.1% |
| 1Y | +35.6% | -30.2% | +65.9% | +45.8% |
| All | +35.6% | -29.5% | +65.1% | +45.8% |
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