+54.1%
XOP vs MSTZ
-99.2%
+153.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.9% | +0.8% |
| 7D | +1.0% | -23.6% | +24.5% | +0.3% |
| 30D | +10.8% | -60.7% | +71.6% | +7.9% |
| 3M | +19.5% | -58.3% | +77.7% | +17.5% |
| 6M | +21.6% | -60.0% | +81.6% | +20.3% |
| YTD | +55.8% | -75.2% | +131.1% | +54.1% |
| 1Y | +54.6% | -19.9% | +74.5% | +65.5% |
| All | +54.1% | -99.2% | +153.3% | +48.3% |
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