+14.4%
ECL vs MSTZ
-99.3%
+113.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | +0.1% |
| 7D | -2.6% | -29.7% | +27.1% | -2.9% |
| 30D | -2.2% | -65.3% | +63.1% | -3.1% |
| 3M | +10.1% | -57.3% | +67.4% | +9.8% |
| 6M | -5.7% | -61.6% | +55.9% | -5.9% |
| YTD | +7.0% | -78.3% | +85.2% | +6.7% |
| 1Y | +2.7% | -30.2% | +32.9% | +4.9% |
| All | +14.4% | -99.3% | +113.7% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling