-1.0%
ELF vs MSTZ
-99.2%
+98.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +12.8% | -17.0% | -3.0% |
| 7D | +3.4% | +25.6% | -22.2% | +5.6% |
| 30D | +5.0% | +50.6% | -45.6% | +10.1% |
| 3M | +22.6% | -64.5% | +87.1% | +16.8% |
| 6M | +104.0% | -14.0% | +118.0% | +116.0% |
| YTD | +49.3% | -76.4% | +125.7% | +48.3% |
| 1Y | +46.0% | -56.2% | +102.3% | +55.4% |
| All | -1.0% | -99.2% | +98.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling