-55.8%
FIG vs MSTU
-92.8%
+37.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.2% | -1.2% | -4.0% |
| 7D | -16.3% | +21.3% | -37.6% | -19.0% |
| 30D | -14.3% | +90.8% | -105.1% | -22.2% |
| 3M | +7.2% | -6.8% | +13.9% | +3.3% |
| 6M | -18.6% | -39.8% | +21.2% | -19.5% |
| YTD | -35.5% | -55.7% | +20.2% | -35.1% |
| 1Y | -55.8% | -92.7% | +36.9% | -41.0% |
| All | -55.8% | -92.8% | +37.0% | -41.0% |
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