-16.9%
XYL vs MSTZ
-99.2%
+82.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.5% | -0.9% |
| 7D | +0.8% | -23.6% | +24.4% | +0.2% |
| 30D | -10.8% | -60.7% | +49.9% | -12.9% |
| 3M | -2.5% | -58.3% | +55.7% | -3.8% |
| 6M | -12.2% | -60.0% | +47.8% | -12.7% |
| YTD | -20.1% | -75.2% | +55.1% | -20.5% |
| 1Y | -20.6% | -19.9% | -0.8% | -16.5% |
| All | -16.9% | -99.2% | +82.3% | -22.1% |
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 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