-23.0%
ELV vs MSTZ
-99.2%
+76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -1.3% |
| 7D | -0.3% | -25.4% | +25.1% | -0.3% |
| 30D | +2.0% | -60.9% | +62.8% | +1.8% |
| 3M | -3.5% | -54.2% | +50.7% | -3.7% |
| 6M | +40.2% | -65.0% | +105.2% | +39.7% |
| YTD | +15.8% | -76.5% | +92.3% | +15.1% |
| 1Y | +33.2% | -23.4% | +56.6% | +31.1% |
| All | -23.0% | -99.2% | +76.2% | -30.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling