-32.0%
MSTZ vs FIVE
+3.9%
-35.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.3% | +22.0% | +16.9% |
| 7D | +13.4% | -1.7% | +15.1% | +13.3% |
| 30D | +37.5% | +14.9% | +22.6% | +38.4% |
| 3M | -69.9% | +7.6% | -77.6% | -69.9% |
| 6M | -32.0% | +6.4% | -38.4% | -33.7% |
| All | -32.0% | +3.9% | -35.9% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling