-61.6%
FICO vs MSTU
-90.6%
+29.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +4.0% | -27.7% | +31.7% | +5.4% |
| 30D | -1.5% | -40.3% | +38.8% | +0.4% |
| 3M | -29.8% | +26.4% | -56.2% | -31.4% |
| 6M | -33.3% | -75.7% | +42.5% | -30.5% |
| YTD | -56.9% | -71.9% | +15.0% | -56.6% |
| 1Y | -59.5% | -89.3% | +29.8% | -57.3% |
| All | -61.6% | -90.6% | +29.0% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling