+38.2%
FITB vs MSTZ
-99.2%
+137.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.9% | -3.8% | +1.3% |
| 7D | +2.8% | +30.8% | -28.0% | +3.8% |
| 30D | +9.8% | +41.2% | -31.4% | +11.5% |
| 3M | -5.2% | -60.9% | +55.7% | -6.8% |
| 6M | +17.3% | -15.7% | +33.0% | +20.6% |
| YTD | +19.3% | -75.2% | +94.5% | +19.4% |
| 1Y | +32.7% | -59.8% | +92.5% | +36.5% |
| All | +38.2% | -99.2% | +137.3% | +25.7% |
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 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