-22.6%
FPS vs MSTZ
-88.2%
+65.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.6% | -7.7% | -18.9% |
| 7D | -23.3% | +0.7% | -24.1% | -23.0% |
| 30D | -42.4% | +16.6% | -59.0% | -39.7% |
| 3M | -43.0% | -74.7% | +31.6% | -52.2% |
| 6M | -44.5% | -43.9% | -0.6% | -36.0% |
| All | -22.6% | -88.2% | +65.6% | -35.5% |
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 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