+60.8%
ELAN vs MSTZ
-99.2%
+159.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.2% | -1.5% |
| 7D | -4.6% | -23.6% | +19.0% | -5.4% |
| 30D | +5.7% | -60.7% | +66.4% | +1.9% |
| 3M | -3.9% | -58.3% | +54.4% | -5.9% |
| 6M | -1.6% | -60.0% | +58.4% | -2.5% |
| YTD | +4.1% | -75.2% | +79.3% | +3.1% |
| 1Y | +25.5% | -19.9% | +45.4% | +34.7% |
| All | +60.8% | -99.2% | +159.9% | +46.5% |
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