+39.8%
FDX vs MSTZ
-99.3%
+139.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +0.9% |
| 7D | -2.1% | +31.0% | -33.1% | -1.2% |
| 30D | +10.4% | +34.0% | -23.6% | +11.7% |
| 3M | +0.5% | -67.7% | +68.1% | -1.7% |
| 6M | +6.5% | -14.9% | +21.4% | +8.4% |
| YTD | +40.2% | -79.1% | +119.3% | +39.3% |
| 1Y | +52.1% | -58.9% | +111.0% | +55.6% |
| All | +39.8% | -99.3% | +139.1% | +31.2% |
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