-99.3%
MSTZ vs FGI
+90.2%
-189.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | 0.0% | +17.7% | +17.7% |
| 7D | +13.4% | -11.6% | +24.9% | +13.1% |
| 30D | +37.5% | -3.3% | +40.8% | +37.5% |
| 3M | -69.9% | +65.6% | -135.5% | -69.1% |
| 6M | -32.0% | -2.8% | -29.2% | -30.0% |
| YTD | -81.2% | +30.1% | -111.3% | -80.4% |
| 1Y | -56.1% | +50.2% | -106.2% | -54.7% |
| All | -99.3% | +90.2% | -189.5% | -99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling