-59.8%
MSTZ vs FIVE
+62.4%
-122.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +4.8% |
| 7D | +30.8% | +2.7% | +28.1% | +32.4% |
| 30D | +41.2% | +12.7% | +28.5% | +49.9% |
| 3M | -60.9% | +2.1% | -63.0% | -60.0% |
| 6M | -15.7% | +17.5% | -33.1% | -8.4% |
| YTD | -75.2% | +31.0% | -106.2% | -68.3% |
| 1Y | -59.8% | +67.7% | -127.5% | -58.8% |
| All | -59.8% | +62.4% | -122.2% | -58.8% |
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