-59.5%
FND vs MSTZ
-99.2%
+39.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.5% |
| 7D | -0.8% | -23.6% | +22.8% | -1.5% |
| 30D | -19.6% | -60.7% | +41.1% | -22.0% |
| 3M | -4.3% | -58.3% | +53.9% | -5.9% |
| 6M | -20.4% | -60.0% | +39.6% | -20.9% |
| YTD | -21.9% | -75.2% | +53.4% | -22.4% |
| 1Y | -45.2% | -19.9% | -25.3% | -41.8% |
| All | -59.5% | -99.2% | +39.7% | -59.5% |
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 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