+42.6%
CEG vs MSTZ
-99.2%
+141.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.8% | -10.0% | +3.7% |
| 7D | +17.8% | +25.6% | -7.7% | +19.8% |
| 30D | -4.5% | +50.6% | -55.1% | -0.9% |
| 3M | +1.5% | -64.5% | +66.0% | -3.1% |
| 6M | -3.5% | -14.0% | +10.5% | +1.6% |
| YTD | -19.7% | -76.4% | +56.7% | -19.9% |
| 1Y | -19.8% | -56.2% | +36.5% | -14.9% |
| All | +42.6% | -99.2% | +141.8% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling