-80.9%
FIG vs MSTU
-96.0%
+15.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.4% | +2.2% | -2.6% |
| 7D | -14.5% | +12.9% | -27.4% | -16.2% |
| 30D | -13.3% | +68.3% | -81.7% | -19.4% |
| 3M | +7.4% | +0.4% | +7.0% | +3.2% |
| 6M | -27.8% | -41.5% | +13.7% | -28.2% |
| YTD | -41.1% | -61.7% | +20.6% | -40.4% |
| 1Y | -58.7% | -93.7% | +34.9% | -52.8% |
| All | -80.9% | -96.0% | +15.1% | -79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling