+14.3%
XLU vs MSTZ
-99.1%
+113.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.4% | -0.3% |
| 7D | -1.6% | +17.0% | -18.6% | -1.5% |
| 30D | -3.3% | -61.8% | +58.5% | -4.0% |
| 3M | -3.2% | -54.6% | +51.4% | -3.4% |
| 6M | -7.0% | -59.3% | +52.3% | -7.0% |
| YTD | +0.6% | -74.6% | +75.2% | +0.6% |
| 1Y | +2.4% | -18.8% | +21.2% | +4.2% |
| All | +14.3% | -99.1% | +113.4% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling