-15.9%
XHB vs MSTZ
-99.2%
+83.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +8.2% | -10.6% | -2.1% |
| 7D | +0.2% | -25.4% | +25.6% | -0.6% |
| 30D | -9.1% | -60.9% | +51.8% | -11.5% |
| 3M | -2.3% | -54.2% | +51.9% | -3.4% |
| 6M | -4.1% | -65.0% | +60.9% | -5.2% |
| YTD | -1.7% | -76.5% | +74.8% | -2.5% |
| 1Y | -15.1% | -23.4% | +8.3% | -10.0% |
| All | -15.9% | -99.2% | +83.3% | -18.7% |
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