-43.9%
MSTZ vs FGI
-9.3%
-34.6%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -5.0% | -4.6% | -9.7% |
| 7D | +0.7% | +3.3% | -2.6% | +0.9% |
| 30D | +16.6% | -2.0% | +18.6% | +16.6% |
| 3M | -74.7% | +60.3% | -134.9% | -72.6% |
| 6M | -43.9% | +0.7% | -44.7% | -39.3% |
| All | -43.9% | -9.3% | -34.6% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling