+6.5%
FRSH vs MSTZ
-99.1%
+105.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +3.9% | -0.1% |
| 7D | -6.6% | +17.0% | -23.6% | -5.4% |
| 30D | +2.1% | -61.8% | +63.9% | -3.1% |
| 3M | +29.0% | -54.6% | +83.5% | +25.9% |
| 6M | +48.6% | -59.3% | +107.9% | +46.8% |
| YTD | -2.9% | -74.6% | +71.6% | -3.9% |
| 1Y | -7.9% | -18.8% | +10.9% | +0.8% |
| All | +6.5% | -99.1% | +105.7% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling