+18.1%
XLB vs MSTZ
-99.3%
+117.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.6% | -7.8% | +0.1% |
| 7D | +0.5% | +21.1% | -20.6% | +1.2% |
| 30D | +6.9% | +40.1% | -33.2% | +8.4% |
| 3M | -0.2% | -66.1% | +65.9% | -2.3% |
| 6M | +3.3% | -20.7% | +24.0% | +5.4% |
| YTD | +18.0% | -78.6% | +96.6% | +17.4% |
| 1Y | +24.2% | -55.5% | +79.7% | +27.7% |
| All | +18.1% | -99.3% | +117.4% | +14.0% |
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 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