-83.6%
FIG vs MSTZ
+2.0%
-85.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +12.8% | -13.1% | +1.3% |
| 7D | +2.6% | +25.6% | -23.0% | +5.6% |
| 30D | -13.1% | +50.6% | -63.6% | -7.1% |
| 3M | -20.3% | -64.5% | +44.2% | -24.3% |
| 6M | -2.1% | -14.0% | +11.9% | +4.5% |
| YTD | -49.4% | -76.4% | +27.0% | -48.7% |
| 1Y | -57.0% | -56.2% | -0.8% | -53.1% |
| All | -83.6% | +2.0% | -85.6% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling