-61.2%
MSTZ vs EFV
+20.2%
-81.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | -4.1% |
| 7D | -1.2% | -0.7% | -0.6% | -2.5% |
| 30D | +22.2% | +0.9% | +21.3% | +28.3% |
| 3M | -70.4% | -3.6% | -66.8% | -73.0% |
| 6M | -31.0% | +2.5% | -33.5% | -17.3% |
| YTD | -81.0% | +13.2% | -94.2% | -68.8% |
| 1Y | -61.2% | +20.3% | -81.5% | -34.2% |
| All | -61.2% | +20.2% | -81.3% | -34.2% |
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