+42.8%
FN vs MSTZ
-99.4%
+142.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.8% | +10.9% | +11.8% |
| 7D | 0.0% | -1.2% | +1.2% | +0.5% |
| 30D | -34.3% | +22.2% | -56.5% | -31.5% |
| 3M | -39.9% | -70.4% | +30.5% | -44.6% |
| 6M | -51.8% | -31.0% | -20.8% | -48.8% |
| YTD | -28.1% | -81.0% | +52.9% | -29.2% |
| 1Y | -29.1% | -61.2% | +32.1% | -23.6% |
| All | +42.8% | -99.4% | +142.2% | +27.8% |
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