-30.2%
MSTZ vs FGI
+81.8%
-112.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.5% | -4.9% | +3.0% |
| 7D | -29.7% | +0.5% | -30.3% | -29.6% |
| 30D | -65.3% | +65.4% | -130.7% | -62.8% |
| 3M | -57.3% | +23.5% | -80.8% | -54.7% |
| 6M | -61.6% | +60.5% | -122.2% | -56.1% |
| YTD | -78.3% | +30.0% | -108.3% | -75.4% |
| 1Y | -30.2% | +82.1% | -112.3% | -18.5% |
| All | -30.2% | +81.8% | -112.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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