-58.8%
FICO vs MSTU
-90.3%
+31.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.1% | +7.8% | +2.9% |
| 7D | -0.1% | -9.3% | +9.2% | +0.1% |
| 30D | +8.4% | -38.3% | +46.7% | +9.7% |
| 3M | -30.5% | +24.0% | -54.5% | -31.2% |
| 6M | -35.7% | -72.1% | +36.3% | -34.3% |
| YTD | -57.2% | -70.2% | +13.0% | -57.8% |
| All | -58.8% | -90.3% | +31.5% | -61.3% |
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