+8.1%
FPS vs MSTZ
-84.0%
+92.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.2% | +2.9% |
| 7D | +3.1% | -29.7% | +32.8% | -1.4% |
| 30D | -18.6% | -65.3% | +46.7% | -30.7% |
| 3M | -51.5% | -57.3% | +5.9% | -53.1% |
| 6M | -8.5% | -61.6% | +53.1% | -7.5% |
| All | +8.1% | -84.0% | +92.1% | -8.8% |
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 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