+42.4%
XLE vs MSTZ
-57.2%
+99.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +1.9% |
| 7D | -0.2% | +31.0% | -31.3% | -0.5% |
| 30D | -4.0% | +34.0% | -38.0% | -4.3% |
| 3M | +4.6% | -67.7% | +72.3% | +4.8% |
| 6M | +12.3% | -14.9% | +27.2% | +13.5% |
| YTD | +44.5% | -79.1% | +123.6% | +45.9% |
| 1Y | +42.4% | -58.9% | +101.4% | +46.4% |
| All | +42.4% | -57.2% | +99.6% | +46.4% |
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