-24.6%
MSTZ vs FIGR
-28.7%
+4.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +6.1% | +6.7% | +16.7% |
| 7D | +25.6% | +22.8% | +2.8% | +42.9% |
| 30D | +50.6% | -5.8% | +56.4% | +51.9% |
| 3M | -64.5% | -16.3% | -48.2% | -63.5% |
| 6M | -14.0% | -35.0% | +21.0% | -16.1% |
| YTD | -76.4% | -37.1% | -39.2% | -71.7% |
| 1Y | -56.2% | -31.2% | -25.0% | -43.7% |
| All | -24.6% | -28.7% | +4.1% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling