+40.4%
FDX vs MSTU
-92.2%
+132.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +1.7% |
| 7D | +5.2% | -25.8% | +31.0% | +6.1% |
| 30D | +11.3% | -43.9% | +55.1% | +12.9% |
| 3M | -4.1% | +2.9% | -7.0% | -5.4% |
| 6M | +9.6% | -75.5% | +85.1% | +12.3% |
| YTD | +40.9% | -76.7% | +117.6% | +42.2% |
| 1Y | +53.0% | -88.9% | +142.0% | +58.3% |
| All | +40.4% | -92.2% | +132.6% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling