+76.1%
XBI vs MSTZ
-29.5%
+105.5%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -3.0% | -0.2% |
| 7D | +0.9% | -29.7% | +30.6% | -0.6% |
| 30D | +7.1% | -65.3% | +72.3% | +1.7% |
| 3M | +22.9% | -57.3% | +80.2% | +20.3% |
| 6M | +29.7% | -61.6% | +91.3% | +28.5% |
| YTD | +34.5% | -78.3% | +112.8% | +31.7% |
| 1Y | +76.1% | -30.2% | +106.3% | +92.8% |
| All | +76.1% | -29.5% | +105.5% | +92.8% |
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