+30.7%
XLF vs MSTZ
-99.2%
+129.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.2% | -9.6% | -1.1% |
| 7D | +0.2% | -25.4% | +25.5% | -0.5% |
| 30D | -0.5% | -60.9% | +60.4% | -3.0% |
| 3M | +10.6% | -54.2% | +64.8% | +9.4% |
| 6M | +14.3% | -65.0% | +79.3% | +12.8% |
| YTD | +5.5% | -76.5% | +82.0% | +4.4% |
| 1Y | +9.6% | -23.4% | +32.9% | +14.7% |
| All | +30.7% | -99.2% | +129.9% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling