+50.2%
XLE vs MSTZ
-99.4%
+149.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | -12.0% | -1.2% | -10.8% | -12.0% |
| 30D | -2.7% | +22.2% | -24.9% | -2.3% |
| 3M | +6.6% | -70.4% | +77.0% | +4.8% |
| 6M | +9.5% | -31.0% | +40.5% | +11.0% |
| YTD | +40.6% | -81.0% | +121.6% | +39.7% |
| 1Y | +43.6% | -61.2% | +104.8% | +46.7% |
| All | +50.2% | -99.4% | +149.6% | +48.9% |
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