-99.3%
MSTZ vs FGI
+88.7%
-188.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -1.2% | -7.0% | +5.7% | -1.3% |
| 30D | +22.2% | -4.2% | +26.4% | +22.1% |
| 3M | -70.4% | +55.6% | -126.0% | -69.6% |
| 6M | -31.0% | -3.2% | -27.8% | -29.1% |
| YTD | -81.0% | +29.1% | -110.2% | -80.2% |
| 1Y | -61.2% | +51.0% | -112.1% | -60.0% |
| All | -99.3% | +88.7% | -188.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling