-51.1%
FIS vs MSTZ
-99.2%
+48.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +8.2% | -14.1% | -5.7% |
| 7D | -3.5% | -25.4% | +21.9% | -4.0% |
| 30D | -7.8% | -60.9% | +53.0% | -9.6% |
| 3M | +0.8% | -54.2% | +55.0% | -0.1% |
| 6M | -21.9% | -65.0% | +43.1% | -22.9% |
| YTD | -39.5% | -76.5% | +37.0% | -40.1% |
| 1Y | -41.0% | -23.4% | -17.6% | -39.2% |
| All | -51.1% | -99.2% | +48.1% | -50.7% |
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