+14.5%
FIX vs MSTZ
-54.6%
+69.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +4.9% | +4.5% | +9.9% |
| 7D | -7.2% | +4.3% | -11.5% | -6.6% |
| 30D | -35.1% | +30.2% | -65.3% | -32.7% |
| 3M | -34.3% | -66.9% | +32.6% | -38.1% |
| 6M | -42.9% | -26.3% | -16.6% | -38.7% |
| YTD | +19.5% | -80.1% | +99.6% | +15.8% |
| All | +14.5% | -54.6% | +69.1% | +21.6% |
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