+14.6%
FTV vs MSTZ
-12.2%
+26.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.2% |
| 7D | +3.9% | +30.8% | -26.9% | +4.2% |
| 30D | +18.7% | +41.2% | -22.5% | +19.2% |
| 3M | +10.0% | -60.9% | +70.9% | +12.3% |
| 6M | +14.6% | -15.7% | +30.2% | +10.1% |
| All | +14.6% | -12.2% | +26.7% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling