+37.6%
ENB vs MSTZ
-99.2%
+136.8%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.2% | -7.4% | +0.8% |
| 7D | -0.5% | -25.4% | +24.9% | -0.5% |
| 30D | -0.2% | -60.9% | +60.7% | -0.2% |
| 3M | -7.5% | -54.2% | +46.7% | -7.3% |
| 6M | -4.1% | -65.0% | +60.9% | -4.0% |
| YTD | +9.8% | -76.5% | +86.3% | +10.1% |
| 1Y | +8.7% | -23.4% | +32.1% | +10.3% |
| All | +37.6% | -99.2% | +136.8% | +39.3% |
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