+57.0%
XLE vs MSTZ
-99.2%
+156.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.2% | -7.1% | +1.3% |
| 7D | 0.0% | -25.4% | +25.4% | -0.4% |
| 30D | +12.6% | -60.9% | +73.5% | +11.0% |
| 3M | +11.8% | -54.2% | +66.0% | +11.3% |
| 6M | +16.1% | -65.0% | +81.1% | +15.1% |
| YTD | +46.9% | -76.5% | +123.4% | +46.0% |
| 1Y | +53.3% | -23.4% | +76.6% | +60.0% |
| All | +57.0% | -99.2% | +156.2% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling