+59.8%
FN vs MSTZ
-99.3%
+159.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.9% | +6.9% | +12.4% |
| 7D | +16.3% | +4.3% | +12.0% | +17.6% |
| 30D | -24.7% | +30.2% | -54.9% | -21.0% |
| 3M | -34.9% | -66.9% | +32.0% | -39.3% |
| 6M | -41.1% | -26.3% | -14.7% | -37.1% |
| YTD | -19.6% | -80.1% | +60.5% | -20.4% |
| 1Y | -18.5% | -57.5% | +39.0% | -11.4% |
| All | +59.8% | -99.3% | +159.1% | +43.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling