+15.6%
XLB vs MSTZ
-19.0%
+34.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.5% | -0.9% |
| 7D | -2.9% | -23.6% | +20.6% | -3.4% |
| 30D | -3.4% | -60.7% | +57.4% | -5.1% |
| 3M | +1.6% | -58.3% | +59.9% | +0.7% |
| 6M | +3.6% | -60.0% | +63.7% | +3.4% |
| YTD | +14.2% | -75.2% | +89.5% | +13.6% |
| 1Y | +15.6% | -19.9% | +35.5% | +21.8% |
| All | +15.6% | -19.0% | +34.6% | +21.8% |
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