-30.2%
MSTZ vs USFR
+4.0%
-34.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +1.4% |
| 7D | -29.7% | +0.1% | -29.8% | -32.3% |
| 30D | -65.3% | +0.3% | -65.6% | -71.4% |
| 3M | -57.3% | +1.0% | -58.3% | -77.1% |
| 6M | -61.6% | +1.9% | -63.6% | -87.9% |
| YTD | -78.3% | +2.6% | -80.9% | -93.3% |
| 1Y | -30.2% | +4.0% | -34.2% | -79.8% |
| All | -30.2% | +4.0% | -34.2% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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