-51.1%
FIS vs MSTZ
-63.1%
+12.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -9.6% | -14.1% | -23.7% |
| 7D | -18.4% | +0.7% | -19.2% | -18.3% |
| 30D | -11.4% | +16.6% | -28.0% | -10.9% |
| 3M | -32.0% | -74.7% | +42.7% | -33.4% |
| 6M | -35.6% | -43.9% | +8.3% | -35.3% |
| YTD | -53.8% | -84.0% | +30.2% | -54.7% |
| 1Y | -51.1% | -65.1% | +14.0% | -51.8% |
| All | -51.1% | -63.1% | +12.0% | -51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling