+19.2%
XLY vs MSTZ
-99.1%
+118.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.6% | +0.7% |
| 7D | -1.7% | +17.0% | -18.7% | -0.7% |
| 30D | -4.2% | -61.8% | +57.6% | -8.4% |
| 3M | -2.7% | -54.6% | +51.9% | -4.7% |
| 6M | -0.6% | -59.3% | +58.6% | -1.8% |
| YTD | -5.0% | -74.6% | +69.6% | -6.0% |
| 1Y | -4.1% | -18.8% | +14.7% | +4.5% |
| All | +19.2% | -99.1% | +118.3% | +17.2% |
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