-80.3%
FIG vs MSTZ
+1.5%
-81.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +8.2% | -13.9% | -4.8% |
| 7D | -16.4% | -25.4% | +9.0% | -18.3% |
| 30D | -2.3% | -60.9% | +58.6% | -9.5% |
| 3M | +7.8% | -54.2% | +62.0% | +3.7% |
| 6M | -21.8% | -65.0% | +43.1% | -24.9% |
| YTD | -39.1% | -76.5% | +37.4% | -40.5% |
| 1Y | -56.6% | -23.4% | -33.3% | -52.6% |
| All | -80.3% | +1.5% | -81.8% | -79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling