+354.3%
FIX vs MSTZ
-99.3%
+453.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +2.2% |
| 7D | +6.0% | -29.7% | +35.7% | +3.3% |
| 30D | -7.2% | -65.3% | +58.0% | -14.8% |
| 3M | -15.9% | -57.3% | +41.5% | -18.9% |
| 6M | +12.7% | -61.6% | +74.4% | +10.7% |
| YTD | +72.8% | -78.3% | +151.1% | +67.7% |
| 1Y | +122.9% | -30.2% | +153.1% | +150.8% |
| All | +354.3% | -99.3% | +453.5% | +311.2% |
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