+15.8%
XLU vs MSTZ
-99.2%
+114.9%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.5% | -6.6% | -1.1% |
| 7D | +0.6% | -23.6% | +24.2% | +0.5% |
| 30D | -0.4% | -60.7% | +60.3% | -1.1% |
| 3M | -1.7% | -58.3% | +56.5% | -2.1% |
| 6M | -7.1% | -60.0% | +52.9% | -7.2% |
| YTD | +1.9% | -75.2% | +77.2% | +1.9% |
| 1Y | +6.1% | -19.9% | +26.0% | +7.9% |
| All | +15.8% | -99.2% | +114.9% | +19.6% |
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