-99.3%
MSTZ vs USFR
+9.5%
-108.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +31.0% | +0.1% | +30.9% | +28.4% |
| 30D | +34.0% | +0.4% | +33.6% | +21.9% |
| 3M | -67.7% | +1.1% | -68.8% | -74.9% |
| 6M | -14.9% | +2.1% | -17.0% | -43.8% |
| YTD | -79.1% | +3.4% | -82.5% | -86.6% |
| 1Y | -58.9% | +4.1% | -63.0% | -72.2% |
| All | -99.3% | +9.5% | -108.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling