+21.9%
EL vs MSTZ
-99.3%
+121.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | +3.2% |
| 7D | +0.8% | -29.7% | +30.5% | -1.3% |
| 30D | +19.8% | -65.3% | +85.1% | +12.3% |
| 3M | +25.7% | -57.3% | +83.0% | +21.8% |
| 6M | +5.4% | -61.6% | +67.1% | +3.2% |
| YTD | +0.2% | -78.3% | +78.5% | -2.5% |
| 1Y | +20.4% | -30.2% | +50.7% | +27.7% |
| All | +21.9% | -99.3% | +121.2% | -0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling