-79.1%
FIG vs MSTZ
-6.2%
-72.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.1% |
| 7D | -16.3% | -29.7% | +13.4% | -18.8% |
| 30D | -14.3% | -65.3% | +51.0% | -21.7% |
| 3M | +7.2% | -57.3% | +64.5% | +2.3% |
| 6M | -18.6% | -61.6% | +43.0% | -21.3% |
| YTD | -35.5% | -78.3% | +42.8% | -37.5% |
| 1Y | -55.8% | -30.2% | -25.5% | -52.1% |
| All | -79.1% | -6.2% | -72.9% | -78.2% |
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