-30.2%
MSTZ vs FIVE
+66.7%
-96.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +6.0% |
| 7D | -29.7% | +4.3% | -34.0% | -28.0% |
| 30D | -65.3% | +12.5% | -77.8% | -62.0% |
| 3M | -57.3% | +31.2% | -88.6% | -48.6% |
| 6M | -61.6% | +14.4% | -76.0% | -57.6% |
| YTD | -78.3% | +33.9% | -112.2% | -68.8% |
| 1Y | -30.2% | +65.1% | -95.3% | +27.6% |
| All | -30.2% | +66.7% | -96.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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