+104.9%
XME vs MSTZ
-99.3%
+204.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.4% |
| 7D | -0.1% | -29.7% | +29.6% | -2.1% |
| 30D | +6.0% | -65.3% | +71.3% | -0.7% |
| 3M | -7.7% | -57.3% | +49.6% | -10.3% |
| 6M | +1.0% | -61.6% | +62.6% | -0.6% |
| YTD | +14.6% | -78.3% | +92.9% | +11.9% |
| 1Y | +46.0% | -30.2% | +76.2% | +57.0% |
| All | +104.9% | -99.3% | +204.1% | +83.1% |
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