+33.2%
EL vs MSTZ
-99.3%
+132.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | +0.8% |
| 7D | +7.6% | +21.1% | -13.5% | +9.5% |
| 30D | +15.7% | +40.1% | -24.4% | +19.6% |
| 3M | +30.5% | -66.1% | +96.6% | +24.3% |
| 6M | +32.5% | -20.7% | +53.3% | +37.4% |
| YTD | +9.4% | -78.6% | +88.0% | +8.2% |
| 1Y | +28.4% | -55.5% | +83.8% | +33.8% |
| All | +33.2% | -99.3% | +132.4% | +10.2% |
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