+49.9%
XLE vs MSTZ
-63.1%
+112.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.6% | +4.8% | -4.6% |
| 7D | -7.2% | +0.7% | -7.9% | -7.2% |
| 30D | +0.1% | +16.6% | -16.5% | 0.0% |
| 3M | +9.2% | -74.7% | +83.9% | +9.8% |
| 6M | +8.4% | -43.9% | +52.3% | +9.6% |
| YTD | +44.9% | -84.0% | +128.9% | +46.6% |
| 1Y | +49.9% | -65.1% | +115.0% | +54.5% |
| All | +49.9% | -63.1% | +112.9% | +54.5% |
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