+18.1%
XLY vs MSTZ
-99.1%
+117.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -0.1% |
| 7D | -3.9% | +24.8% | -28.7% | -2.6% |
| 30D | -6.1% | -59.2% | +53.1% | -9.9% |
| 3M | -1.2% | -56.9% | +55.7% | -3.5% |
| 6M | -1.8% | -57.6% | +55.8% | -2.7% |
| YTD | -5.9% | -73.6% | +67.7% | -6.6% |
| 1Y | -3.1% | -15.6% | +12.5% | +5.9% |
| All | +18.1% | -99.1% | +117.2% | +16.4% |
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 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