+15.6%
XLB vs MSTZ
-99.2%
+114.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.2% | -9.1% | -0.7% |
| 7D | -0.2% | -25.4% | +25.1% | -0.9% |
| 30D | -1.7% | -60.9% | +59.1% | -4.1% |
| 3M | +4.4% | -54.2% | +58.5% | +3.3% |
| 6M | +5.0% | -65.0% | +70.0% | +3.9% |
| YTD | +15.5% | -76.5% | +92.0% | +14.4% |
| 1Y | +14.9% | -23.4% | +38.3% | +20.5% |
| All | +15.6% | -99.2% | +114.8% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling