-65.1%
MSTZ vs EFV
+25.8%
-90.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +3.1% | -12.7% | +1.2% |
| 7D | +0.7% | +2.9% | -2.1% | +11.6% |
| 30D | +16.6% | +3.6% | +13.0% | +33.9% |
| 3M | -74.7% | -0.1% | -74.6% | -74.1% |
| 6M | -43.9% | +9.6% | -53.5% | -17.4% |
| YTD | -84.0% | +17.0% | -101.0% | -70.4% |
| 1Y | -65.1% | +25.7% | -90.7% | -32.2% |
| All | -65.1% | +25.8% | -90.9% | -32.2% |
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