-99.4%
MSTZ vs FIVE
+147.1%
-246.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.7% | -16.3% | -6.1% |
| 7D | +0.7% | +7.5% | -6.7% | +5.0% |
| 30D | +16.6% | +16.7% | -0.1% | +26.9% |
| 3M | -74.7% | +13.4% | -88.0% | -72.6% |
| 6M | -43.9% | +9.0% | -53.0% | -41.3% |
| YTD | -84.0% | +33.8% | -117.8% | -80.2% |
| 1Y | -65.1% | +61.2% | -126.3% | -52.3% |
| All | -99.4% | +147.1% | -246.5% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling