+31.0%
ENTG vs MSTZ
-99.2%
+130.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.1% | +2.0% |
| 7D | +8.9% | -23.6% | +32.5% | +6.3% |
| 30D | -0.8% | -60.7% | +59.9% | -9.4% |
| 3M | +6.6% | -58.3% | +64.8% | +1.2% |
| 6M | +22.1% | -60.0% | +82.1% | +19.4% |
| YTD | +70.2% | -75.2% | +145.4% | +66.1% |
| 1Y | +76.7% | -19.9% | +96.6% | +109.6% |
| All | +31.0% | -99.2% | +130.1% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling