+48.3%
XLE vs MSTZ
-29.5%
+77.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +2.2% | -29.7% | +31.9% | +2.3% |
| 30D | +11.8% | -65.3% | +77.1% | +12.1% |
| 3M | +9.8% | -57.3% | +67.2% | +10.5% |
| 6M | +15.6% | -61.6% | +77.2% | +16.1% |
| YTD | +45.3% | -78.3% | +123.5% | +46.0% |
| 1Y | +48.3% | -30.2% | +78.6% | +51.1% |
| All | +48.3% | -29.5% | +77.8% | +51.1% |
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