-39.5%
MSTZ vs FIGR
-36.9%
-2.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.7% | -8.0% | +6.4% |
| 7D | -1.2% | +5.3% | -6.5% | +3.5% |
| 30D | +22.2% | -17.9% | +40.1% | +13.4% |
| 3M | -70.4% | -20.5% | -49.9% | -70.6% |
| 6M | -31.0% | -40.2% | +9.2% | -36.2% |
| YTD | -81.0% | -44.4% | -36.7% | -78.9% |
| 1Y | -61.2% | -36.3% | -24.8% | -52.4% |
| All | -39.5% | -36.9% | -2.6% | -19.1% |
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