-30.2%
MSTZ vs EFV
+30.7%
-60.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.1% |
| 7D | -29.7% | +1.5% | -31.2% | -24.1% |
| 30D | -65.3% | +1.7% | -67.0% | -61.9% |
| 3M | -57.3% | +8.6% | -66.0% | -38.2% |
| 6M | -61.6% | +11.7% | -73.3% | -36.5% |
| YTD | -78.3% | +19.3% | -97.6% | -54.6% |
| 1Y | -30.2% | +30.2% | -60.5% | +71.0% |
| All | -30.2% | +30.7% | -60.9% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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