+61.1%
FN vs MSTZ
-99.3%
+160.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.2% | +8.1% | +5.6% |
| 7D | +8.0% | +31.0% | -23.0% | +12.1% |
| 30D | -19.1% | +34.0% | -53.1% | -14.8% |
| 3M | -29.8% | -67.7% | +37.9% | -34.7% |
| 6M | -43.2% | -14.9% | -28.3% | -38.2% |
| YTD | -18.9% | -79.1% | +60.1% | -19.2% |
| 1Y | -17.9% | -58.9% | +41.1% | -10.9% |
| All | +61.1% | -99.3% | +160.4% | +45.9% |
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