+24.0%
XRT vs MSTZ
-99.3%
+123.3%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | -1.4% | +31.0% | -32.5% | -0.2% |
| 30D | +9.8% | +34.0% | -24.2% | +11.6% |
| 3M | +3.3% | -67.7% | +71.0% | 0.0% |
| 6M | +13.6% | -14.9% | +28.5% | +17.2% |
| YTD | +9.1% | -79.1% | +88.1% | +8.2% |
| 1Y | +15.1% | -58.9% | +74.0% | +18.9% |
| All | +24.0% | -99.3% | +123.3% | +16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling