+30.8%
XLC vs MSTZ
-99.3%
+130.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -1.1% |
| 7D | -0.8% | -29.7% | +28.9% | -1.8% |
| 30D | +1.0% | -65.3% | +66.3% | -2.3% |
| 3M | -0.7% | -57.3% | +56.6% | -2.2% |
| 6M | -5.1% | -61.6% | +56.5% | -6.2% |
| YTD | -4.3% | -78.3% | +74.0% | -5.6% |
| 1Y | -0.6% | -30.2% | +29.7% | +4.9% |
| All | +30.8% | -99.3% | +130.0% | +26.9% |
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