+297.0%
MXL vs MSTZ
-63.1%
+360.1%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -9.6% | -1.6% | -12.2% |
| 7D | -24.3% | +0.7% | -25.1% | -24.1% |
| 30D | -46.1% | +16.6% | -62.7% | -44.3% |
| 3M | -21.8% | -74.7% | +52.9% | -28.9% |
| 6M | -27.2% | -43.9% | +16.7% | -21.3% |
| YTD | +226.2% | -84.0% | +310.2% | +210.4% |
| 1Y | +297.0% | -65.1% | +362.1% | +354.4% |
| All | +297.0% | -63.1% | +360.1% | +354.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling