-21.9%
ELV vs MSTZ
-99.3%
+77.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.7% |
| 7D | +3.3% | -29.7% | +33.0% | +3.2% |
| 30D | +4.2% | -65.3% | +69.4% | +4.0% |
| 3M | -0.1% | -57.3% | +57.3% | -0.3% |
| 6M | +41.3% | -61.6% | +102.9% | +40.7% |
| YTD | +17.4% | -78.3% | +95.7% | +16.6% |
| 1Y | +35.1% | -30.2% | +65.3% | +32.9% |
| All | -21.9% | -99.3% | +77.4% | -30.0% |
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