-60.1%
FND vs MSTZ
-99.1%
+39.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.6% | -8.1% | -1.2% |
| 7D | -5.1% | +24.8% | -29.9% | -4.1% |
| 30D | -22.5% | -59.2% | +36.7% | -24.7% |
| 3M | -5.0% | -56.9% | +51.9% | -6.5% |
| 6M | -21.5% | -57.6% | +36.1% | -21.8% |
| YTD | -23.0% | -73.6% | +50.6% | -23.3% |
| 1Y | -44.9% | -15.6% | -29.3% | -41.4% |
| All | -60.1% | -99.1% | +39.0% | -59.9% |
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 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