+209.9%
FTI vs MSTZ
-99.2%
+309.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.2% |
| 7D | -2.3% | -23.6% | +21.2% | -3.1% |
| 30D | +5.0% | -60.7% | +65.8% | +1.8% |
| 3M | +13.8% | -58.3% | +72.1% | +11.8% |
| 6M | +22.9% | -60.0% | +82.9% | +21.6% |
| YTD | +75.0% | -75.2% | +150.2% | +73.0% |
| 1Y | +96.9% | -19.9% | +116.8% | +111.1% |
| All | +209.9% | -99.2% | +309.0% | +216.9% |
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