+13.8%
FIX vs MSTZ
-51.1%
+64.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.6% | -8.3% | +0.1% |
| 7D | -13.9% | +21.1% | -35.1% | -12.1% |
| 30D | -35.5% | +40.1% | -75.6% | -32.7% |
| 3M | -33.9% | -66.1% | +32.1% | -37.7% |
| 6M | -43.3% | -20.7% | -22.6% | -38.7% |
| YTD | +18.7% | -78.6% | +97.3% | +15.9% |
| 1Y | +13.8% | -55.5% | +69.2% | +21.7% |
| All | +13.8% | -51.1% | +64.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling