+18.4%
FE vs MSTZ
-99.2%
+117.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.9% | +1.1% |
| 7D | +1.2% | +30.8% | -29.5% | +1.2% |
| 30D | +4.5% | +41.2% | -36.7% | +4.4% |
| 3M | +1.3% | -60.9% | +62.2% | +1.4% |
| 6M | +8.7% | -15.7% | +24.3% | +8.7% |
| YTD | +9.2% | -75.2% | +84.4% | +9.2% |
| 1Y | +7.0% | -59.8% | +66.8% | +6.9% |
| All | +18.4% | -99.2% | +117.5% | +18.1% |
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 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