+21.4%
FRSH vs MSTZ
-63.1%
+84.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -7.0% |
| 7D | -13.8% | +0.7% | -14.5% | -13.6% |
| 30D | +0.3% | +16.6% | -16.3% | +2.1% |
| 3M | +10.1% | -74.7% | +84.8% | +2.8% |
| 6M | +47.7% | -43.9% | +91.6% | +51.7% |
| YTD | +8.2% | -84.0% | +92.3% | +4.6% |
| 1Y | +21.4% | -65.1% | +86.5% | +25.5% |
| All | +21.4% | -63.1% | +84.5% | +25.5% |
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