-99.2%
MSTZ vs USFR
+9.5%
-108.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +6.5% |
| 7D | +21.1% | +0.1% | +21.0% | +18.7% |
| 30D | +40.1% | +0.4% | +39.7% | +26.9% |
| 3M | -66.1% | +1.1% | -67.1% | -73.5% |
| 6M | -20.7% | +2.1% | -22.8% | -47.7% |
| YTD | -78.6% | +3.4% | -82.0% | -86.3% |
| 1Y | -55.5% | +4.1% | -59.6% | -69.9% |
| All | -99.2% | +9.5% | -108.7% | -94.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling