-65.1%
MSTZ vs FDS
+31.1%
-96.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.9% | -12.5% | -8.1% |
| 7D | +0.7% | +9.4% | -8.7% | +5.4% |
| 30D | +16.6% | +23.8% | -7.2% | +31.1% |
| 3M | -74.7% | +25.1% | -99.8% | -70.7% |
| 6M | -43.9% | +53.8% | -97.7% | -30.2% |
| YTD | -84.0% | +19.6% | -103.6% | -81.8% |
| 1Y | -65.1% | +31.6% | -96.7% | -60.7% |
| All | -65.1% | +31.1% | -96.2% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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