+38.0%
FITB vs MSTZ
-99.3%
+137.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.1% |
| 7D | +0.6% | -29.7% | +30.3% | -0.3% |
| 30D | -4.7% | -65.3% | +60.5% | -7.6% |
| 3M | +6.7% | -57.3% | +64.0% | +5.3% |
| 6M | +12.6% | -61.6% | +74.2% | +11.7% |
| YTD | +19.1% | -78.3% | +97.4% | +17.6% |
| 1Y | +22.6% | -30.2% | +52.9% | +29.7% |
| All | +38.0% | -99.3% | +137.2% | +23.8% |
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