-50.9%
FICO vs MSTZ
-99.3%
+48.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -16.6% |
| 7D | -19.2% | -29.7% | +10.5% | -20.0% |
| 30D | -14.6% | -65.3% | +50.7% | -17.5% |
| 3M | -20.1% | -57.3% | +37.2% | -21.3% |
| 6M | -36.3% | -61.6% | +25.3% | -37.2% |
| YTD | -44.9% | -78.3% | +33.4% | -45.9% |
| 1Y | -38.6% | -30.2% | -8.4% | -35.2% |
| All | -50.9% | -99.3% | +48.3% | -52.5% |
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