+39.2%
FDX vs MSTU
-85.2%
+124.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -2.5% | +21.3% | -23.9% | -3.3% |
| 30D | +3.8% | +90.8% | -87.0% | +1.1% |
| 3M | -1.3% | -6.8% | +5.5% | -2.2% |
| 6M | +5.0% | -39.8% | +44.8% | +4.7% |
| YTD | +39.6% | -55.7% | +95.3% | +39.1% |
| 1Y | +81.1% | -92.7% | +173.8% | +92.3% |
| All | +39.2% | -85.2% | +124.4% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling