-56.2%
MSTZ vs FIVE
+63.0%
-119.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -1.4% | +14.2% | +12.1% |
| 7D | +25.6% | +2.4% | +23.1% | +27.1% |
| 30D | +50.6% | +15.8% | +34.7% | +62.5% |
| 3M | -64.5% | +3.8% | -68.3% | -63.3% |
| 6M | -14.0% | +18.5% | -32.5% | -5.3% |
| YTD | -76.4% | +31.2% | -107.6% | -67.9% |
| 1Y | -56.2% | +61.8% | -118.1% | -39.3% |
| All | -56.2% | +63.0% | -119.3% | -39.3% |
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