+1.8%
ENTG vs MSTZ
-12.2%
+14.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.9% | -8.7% | -3.2% |
| 7D | +15.2% | +30.8% | -15.6% | +18.8% |
| 30D | -3.6% | +41.2% | -44.8% | +2.0% |
| 3M | -10.0% | -60.9% | +50.9% | -12.3% |
| 6M | +1.8% | -15.7% | +17.5% | +28.8% |
| All | +1.8% | -12.2% | +14.0% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling