+372.0%
MXL vs MSTZ
-99.2%
+471.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +8.2% | -2.2% | +7.0% |
| 7D | +15.5% | -25.4% | +40.8% | +12.1% |
| 30D | -11.3% | -60.9% | +49.6% | -19.8% |
| 3M | -16.1% | -54.2% | +38.1% | -19.5% |
| 6M | +323.0% | -65.0% | +388.0% | +308.5% |
| YTD | +281.5% | -76.5% | +358.0% | +270.6% |
| 1Y | +319.3% | -23.4% | +342.7% | +408.7% |
| All | +372.0% | -99.2% | +471.2% | +258.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling