+218.5%
FIX vs MSTZ
-99.2%
+317.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +12.8% | -15.6% | -1.5% |
| 7D | +17.0% | +25.6% | -8.6% | +19.8% |
| 30D | -30.6% | +50.6% | -81.1% | -26.8% |
| 3M | -35.0% | -64.5% | +29.5% | -38.6% |
| 6M | -44.0% | -14.0% | -29.9% | -39.9% |
| YTD | +21.1% | -76.4% | +97.5% | +21.8% |
| 1Y | +16.3% | -56.2% | +72.5% | +26.1% |
| All | +218.5% | -99.2% | +317.7% | +198.7% |
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