+48.8%
FFIV vs MSTZ
-99.3%
+148.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.9% | -2.7% | +2.5% |
| 7D | -2.1% | +4.3% | -6.4% | -1.7% |
| 30D | -33.8% | +30.2% | -63.9% | -32.5% |
| 3M | -20.6% | -66.9% | +46.3% | -23.0% |
| 6M | -10.2% | -26.3% | +16.1% | -7.9% |
| YTD | +24.5% | -80.1% | +104.6% | +23.1% |
| 1Y | +29.3% | -57.5% | +86.8% | +34.2% |
| All | +48.8% | -99.3% | +148.1% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling