+22.3%
EL vs MSTZ
-63.1%
+85.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -9.6% | +15.9% | +5.4% |
| 7D | +2.5% | +0.7% | +1.8% | +2.8% |
| 30D | +20.1% | +16.6% | +3.5% | +23.0% |
| 3M | +29.3% | -74.7% | +103.9% | +16.6% |
| 6M | +38.8% | -43.9% | +82.7% | +40.4% |
| YTD | +8.1% | -84.0% | +92.1% | +3.1% |
| 1Y | +22.3% | -65.1% | +87.4% | +35.1% |
| All | +22.3% | -63.1% | +85.4% | +35.1% |
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