+63.2%
FAST vs MSTZ
-99.3%
+162.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.6% | -7.1% | +0.7% |
| 7D | +4.8% | +21.1% | -16.3% | +5.4% |
| 30D | +8.6% | +40.1% | -31.5% | +9.9% |
| 3M | +5.7% | -66.1% | +71.8% | +3.8% |
| 6M | +25.5% | -20.7% | +46.2% | +28.1% |
| YTD | +39.6% | -78.6% | +118.2% | +39.0% |
| 1Y | +35.5% | -55.5% | +91.0% | +39.8% |
| All | +63.2% | -99.3% | +162.5% | +29.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling