+65.2%
FAST vs MSTZ
-99.3%
+164.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.1% |
| 7D | +4.3% | +31.0% | -26.7% | +5.1% |
| 30D | +8.3% | +34.0% | -25.6% | +9.4% |
| 3M | +6.5% | -67.7% | +74.2% | +4.4% |
| 6M | +29.5% | -14.9% | +44.4% | +32.5% |
| YTD | +41.3% | -79.1% | +120.3% | +40.6% |
| 1Y | +37.4% | -58.9% | +96.3% | +41.3% |
| All | +65.2% | -99.3% | +164.4% | +31.0% |
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