+11.0%
FTV vs MSTZ
-18.6%
+29.5%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | -4.0% | +17.0% | -21.0% | -3.9% |
| 30D | -11.0% | -61.8% | +50.8% | -11.0% |
| 3M | -8.4% | -54.6% | +46.2% | -8.2% |
| 6M | -2.6% | -59.3% | +56.7% | -2.7% |
| YTD | -0.6% | -74.6% | +74.0% | -0.4% |
| 1Y | +11.0% | -18.8% | +29.8% | +17.5% |
| All | +11.0% | -18.6% | +29.5% | +17.5% |
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