+75.1%
XLK vs MSTZ
-99.2%
+174.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | +0.4% |
| 7D | +2.3% | -23.6% | +25.9% | +1.0% |
| 30D | +0.8% | -60.7% | +61.6% | -4.2% |
| 3M | +4.1% | -58.3% | +62.3% | +1.0% |
| 6M | +34.8% | -60.0% | +94.8% | +33.1% |
| YTD | +30.8% | -75.2% | +106.0% | +29.2% |
| 1Y | +42.4% | -19.9% | +62.2% | +55.2% |
| All | +75.1% | -99.2% | +174.3% | +70.1% |
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