+23.0%
OXY vs MSTZ
-99.1%
+122.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | +0.4% |
| 7D | +1.4% | +24.8% | -23.4% | +2.0% |
| 30D | +4.0% | -59.2% | +63.3% | +2.1% |
| 3M | +7.6% | -56.9% | +64.5% | +6.5% |
| 6M | +16.2% | -57.6% | +73.8% | +15.3% |
| YTD | +50.8% | -73.6% | +124.4% | +49.7% |
| 1Y | +34.7% | -15.6% | +50.3% | +43.2% |
| All | +23.0% | -99.1% | +122.1% | +22.2% |
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