-24.4%
ELF vs MSTZ
-24.0%
-0.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +8.2% | -13.1% | -4.1% |
| 7D | -1.2% | -25.4% | +24.2% | -3.2% |
| 30D | +5.9% | -60.9% | +66.8% | -1.5% |
| 3M | +99.5% | -54.2% | +153.7% | +92.3% |
| 6M | +26.5% | -65.0% | +91.5% | +20.0% |
| YTD | +37.2% | -76.5% | +113.7% | +30.0% |
| 1Y | -24.4% | -23.4% | -1.0% | -8.5% |
| All | -24.4% | -24.0% | -0.5% | -8.5% |
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 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