+40.4%
EWZ vs MSTZ
-99.3%
+139.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +9.9% | -57.3% | +67.2% | +8.3% |
| 6M | +1.9% | -61.6% | +63.6% | +1.1% |
| YTD | +20.3% | -78.3% | +98.6% | +18.8% |
| 1Y | +35.6% | -30.2% | +65.9% | +41.4% |
| All | +40.4% | -99.3% | +139.7% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling