-1.8%
CEG vs MSTZ
-19.0%
+17.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.4% |
| 7D | +1.3% | -23.6% | +24.9% | +0.1% |
| 30D | +8.8% | -60.7% | +69.6% | +3.5% |
| 3M | +17.0% | -58.3% | +75.2% | +14.0% |
| 6M | -8.7% | -60.0% | +51.3% | -8.9% |
| YTD | -16.4% | -75.2% | +58.8% | -18.1% |
| 1Y | -1.8% | -19.9% | +18.1% | +18.0% |
| All | -1.8% | -19.0% | +17.3% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling