-99.3%
MSTZ vs USFR
+9.4%
-108.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -3.7% |
| 30D | +22.2% | +0.4% | +21.8% | +10.8% |
| 3M | -70.4% | +1.1% | -71.5% | -76.9% |
| 6M | -31.0% | +2.1% | -33.0% | -54.2% |
| YTD | -81.0% | +3.4% | -84.5% | -87.8% |
| 1Y | -61.2% | +4.1% | -65.3% | -73.2% |
| All | -99.3% | +9.4% | -108.8% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling