+33.5%
FDX vs MSTU
-89.5%
+123.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.7% |
| 7D | -1.6% | -4.3% | +2.6% | -1.5% |
| 30D | +6.6% | -34.6% | +41.2% | +7.7% |
| 3M | -2.1% | +39.0% | -41.1% | -4.3% |
| 6M | +2.2% | -70.5% | +72.7% | +4.0% |
| YTD | +33.9% | -68.6% | +102.6% | +34.0% |
| 1Y | +50.2% | -88.6% | +138.9% | +55.7% |
| All | +33.5% | -89.5% | +123.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling