-4.1%
XLY vs MSTZ
-18.6%
+14.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +0.7% |
| 7D | -1.7% | +17.0% | -18.7% | -0.9% |
| 30D | -4.2% | -61.8% | +57.6% | -7.7% |
| 3M | -2.7% | -54.6% | +51.9% | -4.3% |
| 6M | -0.6% | -59.3% | +58.6% | -1.7% |
| YTD | -5.0% | -74.6% | +69.6% | -5.4% |
| 1Y | -4.1% | -18.8% | +14.7% | +8.4% |
| All | -4.1% | -18.6% | +14.5% | +8.4% |
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