-2.2%
FRSH vs MSTZ
-29.5%
+27.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -4.5% |
| 7D | -8.2% | -29.7% | +21.6% | -9.9% |
| 30D | +10.5% | -65.3% | +75.8% | +3.7% |
| 3M | +32.7% | -57.3% | +90.1% | +29.4% |
| 6M | +50.3% | -61.6% | +111.9% | +48.2% |
| YTD | +3.9% | -78.3% | +82.2% | +1.1% |
| 1Y | -2.2% | -30.2% | +28.1% | +5.3% |
| All | -2.2% | -29.5% | +27.3% | +5.3% |
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