-99.3%
MSTZ vs FDS
-25.1%
-74.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.7% |
| 7D | +4.3% | -5.0% | +9.2% | +1.5% |
| 30D | +30.2% | +13.8% | +16.4% | +41.4% |
| 3M | -66.9% | +14.8% | -81.7% | -62.5% |
| 6M | -26.3% | +47.4% | -73.7% | -5.2% |
| YTD | -80.1% | +14.2% | -94.3% | -77.9% |
| 1Y | -57.5% | +26.6% | -84.1% | -49.0% |
| All | -99.3% | -25.1% | -74.2% | -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 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