+6.3%
FE vs MSTZ
-63.1%
+69.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.5% | 0.0% |
| 7D | +1.7% | +0.7% | +0.9% | +1.7% |
| 30D | +8.1% | +16.6% | -8.5% | +8.0% |
| 3M | -1.3% | -74.7% | +73.4% | -1.0% |
| 6M | +2.9% | -43.9% | +46.8% | +3.2% |
| YTD | +8.6% | -84.0% | +92.6% | +9.0% |
| 1Y | +6.3% | -65.1% | +71.4% | +7.1% |
| All | +6.3% | -63.1% | +69.4% | +7.1% |
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