+201.0%
FTI vs MSTZ
-99.1%
+300.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.6% | -9.5% | -2.6% |
| 7D | -5.6% | +24.8% | -30.4% | -4.7% |
| 30D | +0.4% | -59.2% | +59.6% | -2.5% |
| 3M | +8.1% | -56.9% | +65.0% | +6.3% |
| 6M | +16.7% | -57.6% | +74.3% | +15.8% |
| YTD | +70.0% | -73.6% | +143.6% | +68.6% |
| 1Y | +85.4% | -15.6% | +101.0% | +99.3% |
| All | +201.0% | -99.1% | +300.1% | +208.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling