-99.3%
MSTZ vs FDS
-24.9%
-74.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | -1.3% |
| 7D | -1.2% | -0.5% | -0.7% | -1.3% |
| 30D | +22.2% | +20.2% | +2.0% | +37.0% |
| 3M | -70.4% | +19.9% | -90.3% | -65.8% |
| 6M | -31.0% | +56.2% | -87.2% | -7.6% |
| YTD | -81.0% | +14.6% | -95.6% | -78.9% |
| 1Y | -61.2% | +31.6% | -92.8% | -51.9% |
| All | -99.3% | -24.9% | -74.5% | -99.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling