-11.2%
XHB vs MSTZ
-29.5%
+18.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.7% | +1.0% |
| 7D | -1.3% | -29.7% | +28.4% | -1.9% |
| 30D | -6.9% | -65.3% | +58.4% | -8.9% |
| 3M | -1.3% | -57.3% | +56.1% | -1.9% |
| 6M | -6.8% | -61.6% | +54.8% | -7.0% |
| YTD | +0.7% | -78.3% | +79.0% | +0.1% |
| 1Y | -11.2% | -30.2% | +19.0% | -3.0% |
| All | -11.2% | -29.5% | +18.2% | -3.0% |
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