-56.2%
MSTZ vs FDS
+23.2%
-79.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.9% | +13.8% | +12.3% |
| 7D | +25.6% | -2.6% | +28.2% | +24.1% |
| 30D | +50.6% | +14.1% | +36.5% | +62.6% |
| 3M | -64.5% | +19.8% | -84.3% | -59.8% |
| 6M | -14.0% | +55.0% | -69.0% | +8.5% |
| YTD | -76.4% | +15.9% | -92.3% | -73.2% |
| 1Y | -56.2% | +24.2% | -80.4% | -55.5% |
| All | -56.2% | +23.2% | -79.5% | -55.5% |
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