+36.4%
FTV vs MSTZ
-63.1%
+99.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -9.6% | +11.9% | +2.2% |
| 7D | +6.6% | +0.7% | +5.9% | +6.6% |
| 30D | +19.1% | +16.6% | +2.5% | +19.1% |
| 3M | +13.1% | -74.7% | +87.8% | +13.5% |
| 6M | +14.0% | -43.9% | +57.9% | +14.4% |
| YTD | +24.2% | -84.0% | +108.2% | +24.3% |
| 1Y | +36.4% | -65.1% | +101.5% | +33.3% |
| All | +36.4% | -63.1% | +99.4% | +33.3% |
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