+8.6%
FOXA vs MSTZ
-29.5%
+38.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.4% |
| 7D | -4.0% | -29.7% | +25.8% | -4.1% |
| 30D | +12.0% | -65.3% | +77.3% | +11.3% |
| 3M | +0.3% | -57.3% | +57.6% | -0.2% |
| 6M | +12.5% | -61.6% | +74.1% | +12.4% |
| YTD | -9.6% | -78.3% | +68.6% | -9.2% |
| 1Y | +8.6% | -30.2% | +38.8% | +9.1% |
| All | +8.6% | -29.5% | +38.0% | +9.1% |
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 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