-99.1%
MSTZ vs FDS
-23.8%
-75.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.3% | +4.6% | +5.1% |
| 7D | +30.8% | +1.5% | +29.3% | +32.0% |
| 30D | +41.2% | +14.8% | +26.4% | +54.4% |
| 3M | -60.9% | +16.3% | -77.2% | -55.4% |
| 6M | -15.7% | +66.2% | -81.9% | +18.0% |
| YTD | -75.2% | +16.2% | -91.5% | -72.1% |
| 1Y | -59.8% | +21.8% | -81.6% | -53.2% |
| All | -99.1% | -23.8% | -75.4% | -99.0% |
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