+26.0%
XLC vs MSTZ
-99.2%
+125.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -0.5% |
| 7D | +3.1% | +25.6% | -22.5% | +4.1% |
| 30D | -4.2% | +50.6% | -54.8% | -2.2% |
| 3M | -2.1% | -64.5% | +62.4% | -4.3% |
| 6M | -6.6% | -14.0% | +7.4% | -4.2% |
| YTD | -7.8% | -76.4% | +68.6% | -7.9% |
| 1Y | -4.1% | -56.2% | +52.1% | -0.8% |
| All | +26.0% | -99.2% | +125.2% | +23.9% |
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