+105.9%
XME vs MSTZ
-99.2%
+205.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.2% |
| 7D | -0.2% | -23.6% | +23.3% | -1.7% |
| 30D | +1.4% | -60.7% | +62.1% | -4.1% |
| 3M | +2.7% | -58.3% | +61.0% | -0.5% |
| 6M | +6.5% | -60.0% | +66.5% | +5.1% |
| YTD | +15.2% | -75.2% | +90.4% | +13.6% |
| 1Y | +43.5% | -19.9% | +63.4% | +56.0% |
| All | +105.9% | -99.2% | +205.0% | +85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling