+36.3%
FITB vs MSTZ
-99.2%
+135.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.0% | -0.4% |
| 7D | -0.4% | -23.6% | +23.2% | -1.0% |
| 30D | -5.1% | -60.7% | +55.6% | -7.6% |
| 3M | +3.5% | -58.3% | +61.8% | +2.0% |
| 6M | +17.2% | -60.0% | +77.2% | +16.4% |
| YTD | +17.6% | -75.2% | +92.9% | +16.7% |
| 1Y | +23.4% | -19.9% | +43.2% | +31.1% |
| All | +36.3% | -99.2% | +135.4% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling