+81.1%
FDX vs MSTZ
-29.5%
+110.6%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -0.5% |
| 7D | -2.5% | -29.7% | +27.2% | -3.1% |
| 30D | +3.8% | -65.3% | +69.1% | +1.8% |
| 3M | -1.3% | -57.3% | +56.0% | -2.2% |
| 6M | +5.0% | -61.6% | +66.7% | +4.1% |
| YTD | +39.6% | -78.3% | +117.9% | +38.2% |
| 1Y | +81.1% | -30.2% | +111.4% | +96.8% |
| All | +81.1% | -29.5% | +110.6% | +96.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling