-5.8%
XLC vs MSTZ
-63.1%
+57.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -9.6% | +13.0% | +3.2% |
| 7D | +1.8% | +0.7% | +1.0% | +1.8% |
| 30D | -6.0% | +16.6% | -22.6% | -5.4% |
| 3M | -6.0% | -74.7% | +68.7% | -8.0% |
| 6M | -9.1% | -43.9% | +34.8% | -9.0% |
| YTD | -10.0% | -84.0% | +74.0% | -11.0% |
| 1Y | -5.8% | -65.1% | +59.3% | -3.7% |
| All | -5.8% | -63.1% | +57.3% | -3.7% |
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 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