+50.7%
XOP vs MSTZ
-99.3%
+150.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.8% |
| 7D | +2.6% | -29.7% | +32.3% | +1.6% |
| 30D | +15.4% | -65.3% | +80.7% | +11.9% |
| 3M | +12.1% | -57.3% | +69.4% | +10.7% |
| 6M | +19.7% | -61.6% | +81.3% | +18.4% |
| YTD | +52.4% | -78.3% | +130.7% | +50.0% |
| 1Y | +47.6% | -30.2% | +77.8% | +57.1% |
| All | +50.7% | -99.3% | +150.0% | +44.3% |
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 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