-38.6%
FICO vs MSTU
-92.8%
+54.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.5% | -16.6% |
| 7D | -19.2% | +21.3% | -40.5% | -19.8% |
| 30D | -14.6% | +90.8% | -105.4% | -16.6% |
| 3M | -20.1% | -6.8% | -13.3% | -20.5% |
| 6M | -36.3% | -39.8% | +3.5% | -36.8% |
| YTD | -44.9% | -55.7% | +10.8% | -45.5% |
| 1Y | -38.6% | -92.7% | +54.0% | -32.4% |
| All | -38.6% | -92.8% | +54.1% | -32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling