-48.0%
FIS vs MSTZ
-99.3%
+51.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -0.9% |
| 7D | +1.1% | -29.7% | +30.8% | +0.4% |
| 30D | -2.2% | -65.3% | +63.1% | -4.4% |
| 3M | +2.1% | -57.3% | +59.5% | +1.0% |
| 6M | -14.7% | -61.6% | +47.0% | -15.5% |
| YTD | -35.7% | -78.3% | +42.6% | -36.5% |
| 1Y | -37.1% | -30.2% | -6.8% | -35.4% |
| All | -48.0% | -99.3% | +51.2% | -47.7% |
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 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