+36.4%
EWZ vs MSTZ
-24.0%
+60.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.2% | -6.2% | +2.3% |
| 7D | +5.6% | -25.4% | +30.9% | +4.7% |
| 30D | +9.3% | -60.9% | +70.1% | +5.9% |
| 3M | +15.7% | -54.2% | +69.9% | +14.3% |
| 6M | +7.4% | -65.0% | +72.4% | +6.4% |
| YTD | +22.7% | -76.5% | +99.2% | +21.8% |
| 1Y | +36.4% | -23.4% | +59.8% | +46.6% |
| All | +36.4% | -24.0% | +60.3% | +46.6% |
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