-2.8%
XLC vs MSTZ
-19.0%
+16.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.5% |
| 7D | -1.4% | -23.6% | +22.1% | -1.8% |
| 30D | -0.9% | -60.7% | +59.8% | -2.8% |
| 3M | -0.3% | -58.3% | +57.9% | -1.6% |
| 6M | -5.2% | -60.0% | +54.8% | -6.0% |
| YTD | -5.3% | -75.2% | +69.9% | -5.8% |
| 1Y | -2.8% | -19.9% | +17.1% | +2.4% |
| All | -2.8% | -19.0% | +16.2% | +2.4% |
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