+29.4%
XLC vs MSTZ
-99.2%
+128.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.4% |
| 7D | -1.4% | -23.6% | +22.1% | -2.1% |
| 30D | -0.9% | -60.7% | +59.8% | -3.7% |
| 3M | -0.3% | -58.3% | +57.9% | -2.1% |
| 6M | -5.2% | -60.0% | +54.8% | -6.1% |
| YTD | -5.3% | -75.2% | +69.9% | -6.1% |
| 1Y | -2.8% | -19.9% | +17.1% | +3.1% |
| All | +29.4% | -99.2% | +128.5% | +26.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling