-36.3%
FICO vs MSTU
-37.9%
+1.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -3.2% | -13.5% | -16.6% |
| 7D | -19.2% | +21.3% | -40.5% | -19.5% |
| 30D | -14.6% | +90.8% | -105.4% | -15.4% |
| 3M | -20.1% | -6.8% | -13.3% | -20.2% |
| 6M | -36.3% | -39.8% | +3.5% | -41.1% |
| All | -36.3% | -37.9% | +1.6% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling