-25.0%
MSTZ vs FIGR
+6.3%
-31.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +6.4% | +1.8% | +12.0% |
| 7D | -25.4% | +13.5% | -38.9% | -17.2% |
| 30D | -60.9% | +33.7% | -94.6% | -50.5% |
| 3M | -54.2% | +37.3% | -91.5% | -38.3% |
| 6M | -65.0% | +25.5% | -90.5% | -52.0% |
| YTD | -76.5% | -6.3% | -70.2% | -66.6% |
| All | -25.0% | +6.3% | -31.2% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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