-51.7%
FIG vs MSTU
-88.0%
+36.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +10.3% | -5.1% | +4.1% |
| 7D | -4.7% | -4.8% | +0.2% | -4.3% |
| 30D | +0.5% | -29.6% | +30.1% | +3.6% |
| 3M | -18.4% | +69.4% | -87.8% | -25.5% |
| 6M | +10.9% | -62.2% | +73.1% | +14.0% |
| YTD | -40.8% | -61.1% | +20.3% | -41.2% |
| 1Y | -51.7% | -87.2% | +35.5% | -45.1% |
| All | -51.7% | -88.0% | +36.3% | -45.1% |
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 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