+26.0%
EL vs MSTZ
-54.5%
+80.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.6% |
| 7D | +1.5% | +30.8% | -29.2% | +4.4% |
| 30D | +10.0% | +41.2% | -31.2% | +15.0% |
| 3M | +28.4% | -60.9% | +89.3% | +21.1% |
| 6M | +37.1% | -15.7% | +52.7% | +44.7% |
| YTD | +7.8% | -75.2% | +83.0% | +7.7% |
| 1Y | +26.0% | -59.8% | +85.8% | +37.2% |
| All | +26.0% | -54.5% | +80.6% | +37.2% |
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 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