+14.3%
XLI vs MSTZ
-18.6%
+32.8%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.8% | +1.0% |
| 7D | -1.7% | +17.0% | -18.7% | -1.2% |
| 30D | -7.3% | -61.8% | +54.5% | -9.3% |
| 3M | -1.3% | -54.6% | +53.2% | -2.1% |
| 6M | +2.2% | -59.3% | +61.5% | +2.0% |
| YTD | +11.7% | -74.6% | +86.3% | +11.1% |
| 1Y | +14.3% | -18.8% | +33.1% | +22.0% |
| All | +14.3% | -18.6% | +32.8% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling