+63.7%
FOXA vs MSTZ
-99.2%
+162.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | -0.1% |
| 7D | -0.6% | -25.4% | +24.7% | -1.1% |
| 30D | +2.3% | -60.9% | +63.2% | +0.4% |
| 3M | -2.8% | -54.2% | +51.3% | -3.7% |
| 6M | +9.6% | -65.0% | +74.6% | +8.6% |
| YTD | -9.9% | -76.5% | +66.6% | -10.3% |
| 1Y | +5.4% | -23.4% | +28.8% | +10.1% |
| All | +63.7% | -99.2% | +162.9% | +60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling