+11.4%
FPS vs MSTZ
-82.7%
+94.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.2% | -5.1% | +4.5% |
| 7D | +10.4% | -25.4% | +35.8% | +6.3% |
| 30D | -16.5% | -60.9% | +44.3% | -27.4% |
| 3M | -45.5% | -54.2% | +8.6% | -47.1% |
| 6M | +2.1% | -65.0% | +67.1% | -0.2% |
| All | +11.4% | -82.7% | +94.1% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling