-22.0%
FND vs MSTZ
-54.5%
+32.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.9% | -7.2% | -2.0% |
| 7D | -6.8% | +30.8% | -37.6% | -5.5% |
| 30D | +8.0% | +41.2% | -33.2% | +10.3% |
| 3M | -18.9% | -60.9% | +42.0% | -19.9% |
| 6M | +4.7% | -15.7% | +20.4% | +11.1% |
| YTD | -21.6% | -75.2% | +53.6% | -20.3% |
| 1Y | -22.0% | -59.8% | +37.8% | -19.8% |
| All | -22.0% | -54.5% | +32.5% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling