+52.2%
FN vs MSTZ
-99.3%
+151.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +7.6% | -12.4% | -3.9% |
| 7D | -4.1% | +21.1% | -25.2% | -1.4% |
| 30D | -28.3% | +40.1% | -68.4% | -24.1% |
| 3M | -33.9% | -66.1% | +32.2% | -38.2% |
| 6M | -43.9% | -20.7% | -23.2% | -39.5% |
| YTD | -23.4% | -78.6% | +55.2% | -23.5% |
| 1Y | -25.4% | -55.5% | +30.1% | -18.4% |
| All | +52.2% | -99.3% | +151.4% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling