+51.0%
CEG vs MSTZ
-99.2%
+150.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.2% | -8.2% | +0.6% |
| 7D | +6.7% | -25.4% | +32.1% | +5.0% |
| 30D | +11.0% | -60.9% | +71.8% | +5.0% |
| 3M | +19.5% | -54.2% | +73.7% | +16.6% |
| 6M | -5.9% | -65.0% | +59.1% | -8.0% |
| YTD | -15.0% | -76.5% | +61.5% | -16.6% |
| 1Y | +0.6% | -23.4% | +24.0% | +11.4% |
| All | +51.0% | -99.2% | +150.2% | +63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling