+63.6%
FOXA vs MSTZ
-99.1%
+162.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +2.2% |
| 7D | -3.7% | +24.8% | -28.5% | -3.2% |
| 30D | +5.4% | -59.2% | +64.6% | +3.5% |
| 3M | -3.7% | -56.9% | +53.1% | -4.8% |
| 6M | +12.6% | -57.6% | +70.1% | +12.1% |
| YTD | -10.0% | -73.6% | +63.6% | -10.2% |
| 1Y | +15.0% | -15.6% | +30.6% | +20.5% |
| All | +63.6% | -99.1% | +162.7% | +61.2% |
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