-99.3%
MSTZ vs EVRG
+53.5%
-152.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.4% | +4.8% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | +30.2% | +8.7% | +21.5% | +28.6% |
| 3M | -66.9% | +6.4% | -73.3% | -67.2% |
| 6M | -26.3% | +9.4% | -35.8% | -26.5% |
| YTD | -80.1% | +24.5% | -104.6% | -79.3% |
| 1Y | -57.5% | +20.5% | -77.9% | -56.5% |
| All | -99.3% | +53.5% | -152.8% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling