+49.5%
XOM vs MSTZ
-99.2%
+148.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.2% | -7.4% | +0.8% |
| 7D | -2.4% | -25.4% | +23.0% | -2.5% |
| 30D | +5.7% | -60.9% | +66.5% | +5.2% |
| 3M | +6.6% | -54.2% | +60.7% | +6.5% |
| 6M | +7.7% | -65.0% | +72.7% | +7.3% |
| YTD | +36.2% | -76.5% | +112.7% | +35.9% |
| 1Y | +50.5% | -23.4% | +73.9% | +54.2% |
| All | +49.5% | -99.2% | +148.7% | +47.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling