-42.7%
FIS vs MSTZ
-19.0%
-23.7%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.9% | -3.3% |
| 7D | -9.1% | -23.6% | +14.5% | -9.4% |
| 30D | -10.4% | -60.7% | +50.3% | -11.9% |
| 3M | -3.7% | -58.3% | +54.6% | -4.8% |
| 6M | -24.8% | -60.0% | +35.3% | -25.8% |
| YTD | -41.6% | -75.2% | +33.7% | -42.5% |
| 1Y | -42.7% | -19.9% | -22.9% | -42.2% |
| All | -42.7% | -19.0% | -23.7% | -42.2% |
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 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