+6.9%
FPS vs MSTZ
-81.8%
+88.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.5% | -9.5% | -3.1% |
| 7D | +5.3% | -23.6% | +28.9% | +1.9% |
| 30D | -17.6% | -60.7% | +43.1% | -28.5% |
| 3M | -45.8% | -58.3% | +12.5% | -49.0% |
| 6M | -10.1% | -60.0% | +49.9% | -9.6% |
| All | +6.9% | -81.8% | +88.6% | -7.7% |
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 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