-59.8%
MSTZ vs USFR
+4.1%
-63.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +4.9% | +3.3% |
| 7D | +30.8% | +0.1% | +30.7% | +24.7% |
| 30D | +41.2% | +0.4% | +40.8% | +5.3% |
| 3M | -60.9% | +1.1% | -62.0% | -84.2% |
| 6M | -15.7% | +2.0% | -17.7% | -86.8% |
| YTD | -75.2% | +3.5% | -78.7% | -99.0% |
| 1Y | -59.8% | +4.1% | -63.9% | -99.3% |
| All | -59.8% | +4.1% | -63.9% | -99.3% |
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