+30.6%
XLF vs MSTZ
-99.1%
+129.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.4% | +0.5% |
| 7D | -1.5% | +17.0% | -18.5% | -0.9% |
| 30D | -1.2% | -61.8% | +60.6% | -3.7% |
| 3M | +9.2% | -54.6% | +63.8% | +7.9% |
| 6M | +16.3% | -59.3% | +75.6% | +15.4% |
| YTD | +5.4% | -74.6% | +80.0% | +4.6% |
| 1Y | +7.6% | -18.8% | +26.4% | +12.9% |
| All | +30.6% | -99.1% | +129.7% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling