+77.9%
FN vs MSTZ
-99.3%
+177.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +3.4% |
| 7D | -1.7% | -29.7% | +28.0% | -4.6% |
| 30D | -22.0% | -65.3% | +43.3% | -29.2% |
| 3M | -43.0% | -57.3% | +14.3% | -45.1% |
| 6M | -27.7% | -61.6% | +33.9% | -29.2% |
| YTD | -10.5% | -78.3% | +67.8% | -13.5% |
| 1Y | +12.5% | -30.2% | +42.7% | +26.5% |
| All | +77.9% | -99.3% | +177.1% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling