+14.8%
XRT vs MSTZ
-99.2%
+114.0%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.2% | -10.3% | -1.8% |
| 7D | -0.3% | -25.4% | +25.1% | -1.2% |
| 30D | -5.6% | -60.9% | +55.2% | -8.7% |
| 3M | +2.5% | -54.2% | +56.7% | +1.1% |
| 6M | +3.7% | -65.0% | +68.7% | +2.0% |
| YTD | +1.0% | -76.5% | +77.5% | -0.3% |
| 1Y | -1.2% | -23.4% | +22.2% | +5.2% |
| All | +14.8% | -99.2% | +114.0% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling