+41.0%
XLE vs MSTZ
-54.6%
+95.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.5% |
| 7D | -7.9% | +4.3% | -12.2% | -7.9% |
| 30D | -4.8% | +30.2% | -35.0% | -5.1% |
| 3M | +8.4% | -66.9% | +75.3% | +8.6% |
| 6M | +12.7% | -26.3% | +39.0% | +13.8% |
| YTD | +41.3% | -80.1% | +121.4% | +42.7% |
| All | +41.0% | -54.6% | +95.6% | +45.0% |
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