-80.9%
FIG vs MSTZ
+7.1%
-88.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.5% | -8.7% | -2.6% |
| 7D | -14.5% | -23.6% | +9.1% | -16.2% |
| 30D | -13.3% | -60.7% | +47.4% | -19.5% |
| 3M | +7.4% | -58.3% | +65.7% | +2.3% |
| 6M | -27.8% | -60.0% | +32.2% | -29.7% |
| YTD | -41.1% | -75.2% | +34.1% | -42.1% |
| 1Y | -58.7% | -19.9% | -38.8% | -54.6% |
| All | -80.9% | +7.1% | -88.0% | -79.8% |
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