+46.9%
FAST vs MSTZ
-99.3%
+146.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.9% | +0.8% |
| 7D | -0.4% | -29.7% | +29.4% | -1.1% |
| 30D | -0.8% | -65.3% | +64.5% | -3.1% |
| 3M | +5.8% | -57.3% | +63.1% | +4.8% |
| 6M | +8.0% | -61.6% | +69.6% | +7.3% |
| YTD | +25.6% | -78.3% | +103.9% | +24.4% |
| 1Y | +0.8% | -30.2% | +31.1% | +5.9% |
| All | +46.9% | -99.3% | +146.1% | +15.9% |
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