+54.6%
FTI vs MSTZ
-63.1%
+117.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.2% | -3.5% |
| 7D | -9.7% | +0.7% | -10.4% | -9.6% |
| 30D | -8.2% | +16.6% | -24.8% | -7.8% |
| 3M | -7.8% | -74.7% | +66.9% | -9.3% |
| 6M | -13.4% | -43.9% | +30.5% | -11.9% |
| YTD | +45.1% | -84.0% | +129.1% | +43.4% |
| 1Y | +54.6% | -65.1% | +119.7% | +58.5% |
| All | +54.6% | -63.1% | +117.7% | +58.5% |
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