-18.4%
XYL vs MSTZ
-99.3%
+80.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.7% | -2.0% |
| 7D | -5.0% | -29.7% | +24.7% | -5.8% |
| 30D | -13.2% | -65.3% | +52.1% | -15.6% |
| 3M | -3.7% | -57.3% | +53.6% | -4.7% |
| 6M | -17.7% | -61.6% | +43.9% | -18.2% |
| YTD | -21.5% | -78.3% | +56.8% | -22.3% |
| 1Y | -24.5% | -30.2% | +5.7% | -20.9% |
| All | -18.4% | -99.3% | +80.9% | -23.8% |
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