+62.4%
FAST vs MSTZ
-99.3%
+161.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.9% | -1.9% | +3.1% |
| 7D | +3.8% | +4.3% | -0.4% | +4.0% |
| 30D | +8.1% | +30.2% | -22.1% | +9.1% |
| 3M | +5.8% | -66.9% | +72.7% | +3.9% |
| 6M | +24.9% | -26.3% | +51.2% | +27.2% |
| YTD | +38.9% | -80.1% | +119.0% | +38.0% |
| 1Y | +36.5% | -57.5% | +94.0% | +40.6% |
| All | +62.4% | -99.3% | +161.7% | +28.6% |
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