-99.2%
MSTZ vs EVRG
+54.3%
-153.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.5% | +7.1% | +7.5% |
| 7D | +21.1% | +3.5% | +17.6% | +20.2% |
| 30D | +40.1% | +9.2% | +30.8% | +38.2% |
| 3M | -66.1% | +8.6% | -74.7% | -66.4% |
| 6M | -20.7% | +10.0% | -30.7% | -21.0% |
| YTD | -78.6% | +25.1% | -103.7% | -77.7% |
| 1Y | -55.5% | +19.5% | -75.0% | -54.8% |
| All | -99.2% | +54.3% | -153.6% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 10y: compounded portfolio wealth divided by compounded EVRG 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…
10y analysis · Full analysis span regression · 6 months rolling