-62.1%
FIS vs MSTZ
-99.3%
+37.2%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -2.2% | +8.9% | +6.7% |
| 7D | +1.5% | +31.0% | -29.5% | +2.1% |
| 30D | -11.8% | +34.0% | -45.8% | -11.1% |
| 3M | -28.5% | -67.7% | +39.2% | -30.0% |
| 6M | -27.0% | -14.9% | -12.1% | -26.0% |
| YTD | -53.1% | -79.1% | +26.0% | -53.6% |
| 1Y | -52.8% | -58.9% | +6.2% | -52.2% |
| All | -62.1% | -99.3% | +37.2% | -61.8% |
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 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