-99.3%
MSTZ vs FDS
-23.3%
-76.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.7% | -4.9% | -0.6% |
| 7D | +31.0% | -2.1% | +33.2% | +29.6% |
| 30D | +34.0% | +16.0% | +17.9% | +47.3% |
| 3M | -67.7% | +18.8% | -86.5% | -62.7% |
| 6M | -14.9% | +54.1% | -69.0% | +12.9% |
| YTD | -79.1% | +17.0% | -96.1% | -76.4% |
| 1Y | -58.9% | +25.5% | -84.5% | -51.3% |
| All | -99.3% | -23.3% | -76.0% | -99.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling