+32.9%
XLI vs MSTZ
-99.1%
+132.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.6% | -7.3% | -0.5% |
| 7D | -2.3% | +24.8% | -27.1% | -1.5% |
| 30D | -8.2% | -59.2% | +51.1% | -10.5% |
| 3M | +0.8% | -56.9% | +57.6% | -0.7% |
| 6M | +0.8% | -57.6% | +58.4% | +0.3% |
| YTD | +10.5% | -73.6% | +84.1% | +9.9% |
| 1Y | +14.1% | -15.6% | +29.7% | +20.6% |
| All | +32.9% | -99.1% | +132.0% | +26.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling