-64.5%
FIS vs MSTZ
-99.3%
+34.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.6% | -7.7% | 0.0% |
| 7D | -27.4% | +21.1% | -48.5% | -27.1% |
| 30D | -16.8% | +40.1% | -56.9% | -16.1% |
| 3M | -32.6% | -66.1% | +33.4% | -34.0% |
| 6M | -33.4% | -20.7% | -12.7% | -32.6% |
| YTD | -56.0% | -78.6% | +22.6% | -56.5% |
| 1Y | -55.1% | -55.5% | +0.4% | -54.5% |
| All | -64.5% | -99.3% | +34.8% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling