+29.6%
FBTC vs MSTZ
-99.2%
+128.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.5% | -5.7% | +0.9% |
| 7D | +1.1% | -23.6% | +24.7% | -2.6% |
| 30D | +22.3% | -60.7% | +83.0% | +5.7% |
| 3M | +26.0% | -58.3% | +84.2% | +16.0% |
| 6M | +13.2% | -60.0% | +73.2% | +10.1% |
| YTD | -10.7% | -75.2% | +64.5% | -11.0% |
| 1Y | -30.0% | -19.9% | -10.1% | -6.6% |
| All | +29.6% | -99.2% | +128.8% | +10.3% |
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