-7.9%
FRSH vs MSTZ
-18.6%
+10.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | -0.1% |
| 7D | -6.6% | +17.0% | -23.6% | -5.3% |
| 30D | +2.1% | -61.8% | +63.9% | -3.5% |
| 3M | +29.0% | -54.6% | +83.5% | +25.9% |
| 6M | +48.6% | -59.3% | +107.9% | +47.1% |
| YTD | -2.9% | -74.6% | +71.6% | -4.2% |
| 1Y | -7.9% | -18.8% | +10.9% | +1.6% |
| All | -7.9% | -18.6% | +10.7% | +1.6% |
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