+22.6%
IEFA vs MSTZ
-29.5%
+52.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.2% |
| 7D | +0.6% | -29.7% | +30.3% | -0.4% |
| 30D | +1.0% | -65.3% | +66.3% | -2.3% |
| 3M | +4.7% | -57.3% | +62.0% | +3.2% |
| 6M | +8.6% | -61.6% | +70.2% | +7.4% |
| YTD | +14.8% | -78.3% | +93.1% | +13.0% |
| 1Y | +22.6% | -30.2% | +52.9% | +27.3% |
| All | +22.6% | -29.5% | +52.1% | +27.3% |
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