-31.5%
XYL vs MSTZ
-63.1%
+31.5%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -9.6% | +14.5% | +4.8% |
| 7D | +14.5% | +0.7% | +13.8% | +14.6% |
| 30D | -1.3% | +16.6% | -17.9% | -0.9% |
| 3M | -17.0% | -74.7% | +57.7% | -18.6% |
| 6M | -11.3% | -43.9% | +32.6% | -9.2% |
| YTD | -25.0% | -84.0% | +59.1% | -25.5% |
| 1Y | -31.5% | -65.1% | +33.5% | -29.0% |
| All | -31.5% | -63.1% | +31.5% | -29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling