+11.9%
FE vs MSTZ
-29.5%
+41.4%
-14.7%
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% | -0.6% |
| 7D | +1.9% | -29.7% | +31.7% | +2.0% |
| 30D | -1.2% | -65.3% | +64.1% | -0.8% |
| 3M | +3.5% | -57.3% | +60.8% | +3.8% |
| 6M | -6.1% | -61.6% | +55.6% | -5.9% |
| YTD | +7.6% | -78.3% | +85.9% | +7.9% |
| 1Y | +11.9% | -30.2% | +42.2% | +11.4% |
| All | +11.9% | -29.5% | +41.4% | +11.4% |
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