-62.9%
FICO vs MSTU
-89.5%
+26.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | -0.9% | -4.3% | +3.3% | -0.9% |
| 30D | +3.3% | -34.6% | +37.9% | +4.9% |
| 3M | -31.7% | +39.0% | -70.8% | -33.6% |
| 6M | -34.0% | -70.5% | +36.5% | -31.9% |
| YTD | -58.3% | -68.6% | +10.3% | -58.3% |
| 1Y | -57.9% | -88.6% | +30.7% | -55.8% |
| All | -62.9% | -89.5% | +26.6% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling