+56.3%
XBI vs MSTZ
-99.1%
+155.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.6% | -8.2% | -1.3% |
| 7D | -4.6% | +24.8% | -29.4% | -3.4% |
| 30D | -0.8% | -59.2% | +58.4% | -4.3% |
| 3M | +21.8% | -56.9% | +78.7% | +19.2% |
| 6M | +23.2% | -57.6% | +80.8% | +22.5% |
| YTD | +28.7% | -73.6% | +102.3% | +27.8% |
| 1Y | +67.8% | -15.6% | +83.3% | +78.9% |
| All | +56.3% | -99.1% | +155.4% | +47.9% |
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