+43.2%
FN vs MSTZ
-99.2%
+142.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +4.9% | -12.2% | -6.7% |
| 7D | +0.3% | +30.8% | -30.5% | +3.7% |
| 30D | -16.5% | +41.2% | -57.7% | -11.4% |
| 3M | -42.1% | -60.9% | +18.8% | -44.8% |
| 6M | -52.9% | -15.7% | -37.2% | -48.8% |
| YTD | -28.0% | -75.2% | +47.3% | -26.6% |
| 1Y | -18.5% | -59.8% | +41.3% | -11.7% |
| All | +43.2% | -99.2% | +142.4% | +32.5% |
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