-61.9%
FICO vs MSTU
-90.1%
+28.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +3.0% |
| 7D | -0.1% | -9.3% | +9.2% | +0.2% |
| 30D | +8.4% | -38.3% | +46.7% | +10.3% |
| 3M | -30.5% | +24.0% | -54.5% | -32.1% |
| 6M | -35.7% | -72.1% | +36.3% | -33.5% |
| YTD | -57.2% | -70.2% | +13.0% | -57.0% |
| 1Y | -58.4% | -89.6% | +31.2% | -56.1% |
| All | -61.9% | -90.1% | +28.1% | -61.1% |
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 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