+392.1%
MXL vs MSTZ
-99.1%
+491.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.6% | -9.6% | -2.2% |
| 7D | +16.6% | +24.8% | -8.2% | +20.0% |
| 30D | +0.5% | -59.2% | +59.7% | -8.8% |
| 3M | -3.6% | -56.9% | +53.2% | -8.9% |
| 6M | +328.0% | -57.6% | +385.6% | +323.8% |
| YTD | +297.8% | -73.6% | +371.4% | +292.3% |
| 1Y | +339.4% | -15.6% | +355.0% | +439.6% |
| All | +392.1% | -99.1% | +491.2% | +279.9% |
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