Yup, you've got a phase shift.
You know Lissajous patterns? You can visualize them as a 3D phenomena.
If you moved your position (rotated this imaginary 3D world) the two lines would line up.
Take the horizontal signal from your tester and feed it into both inputs (the same way).
You should get you a nice, clean, single line at a 45 degree angle.
If you don't, there is a problems with your 'scope.
If you do, there is a problem with your tester.
Actually, with the whole design of that tester there is no way to get the dynamics of the two channels the same.
Since your scope only has Invert Ch2 (like most 'scopes) and the Y is on Ch1 and the X is on Ch2 (like most 'scopes) the only way for you to get a normal display is to use Invert Ch2 and use your 'scope upside down!