+1.2%
EWZ vs MSTZ
-57.2%
+58.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.8% |
| 7D | +0.6% | +31.0% | -30.4% | +1.9% |
| 30D | -25.5% | +34.0% | -59.4% | -24.1% |
| 3M | -4.5% | -67.7% | +63.2% | -6.9% |
| 6M | -15.3% | -14.9% | -0.4% | -12.3% |
| YTD | +3.1% | -79.1% | +82.1% | +2.9% |
| 1Y | +1.2% | -58.9% | +60.2% | +7.2% |
| All | +1.2% | -57.2% | +58.4% | +7.2% |
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