+64.3%
FAST vs MSTU
-92.2%
+156.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.0% | +4.4% | -0.5% |
| 7D | +4.2% | -25.8% | +30.0% | +5.0% |
| 30D | +6.7% | -43.9% | +50.5% | +8.0% |
| 3M | +8.0% | +2.9% | +5.2% | +6.8% |
| 6M | +27.4% | -75.5% | +102.9% | +30.9% |
| YTD | +40.5% | -76.7% | +117.2% | +42.0% |
| 1Y | +38.4% | -88.9% | +127.3% | +43.7% |
| All | +64.3% | -92.2% | +156.5% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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