-58.4%
FND vs MSTZ
-99.2%
+40.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +12.8% | -17.2% | -3.8% |
| 7D | -5.1% | +25.6% | -30.7% | -4.0% |
| 30D | +9.2% | +50.6% | -41.4% | +11.9% |
| 3M | -17.7% | -64.5% | +46.8% | -19.5% |
| 6M | +2.5% | -14.0% | +16.5% | +6.5% |
| YTD | -19.8% | -76.4% | +56.6% | -19.5% |
| 1Y | -22.7% | -56.2% | +33.6% | -19.7% |
| All | -58.4% | -99.2% | +40.8% | -57.9% |
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