-99.1%
MSTZ vs EFV
+55.3%
-154.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.6% | +6.2% |
| 7D | +30.8% | +2.5% | +28.2% | +41.3% |
| 30D | +41.2% | +2.9% | +38.3% | +57.3% |
| 3M | -60.9% | -1.4% | -59.5% | -61.8% |
| 6M | -15.7% | +5.5% | -21.2% | +9.6% |
| YTD | -75.2% | +16.1% | -91.3% | -50.8% |
| 1Y | -59.8% | +20.3% | -80.1% | -12.2% |
| All | -99.1% | +55.3% | -154.5% | -93.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling