-56.6%
FIG vs MSTU
-94.2%
+37.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | +1.4% |
| 7D | -12.2% | -22.0% | +9.8% | -9.5% |
| 30D | -11.0% | +60.3% | -71.3% | -17.3% |
| 3M | +11.9% | -3.7% | +15.6% | +7.8% |
| 6M | -21.9% | -45.2% | +23.3% | -21.6% |
| YTD | -40.8% | -64.3% | +23.6% | -38.8% |
| 1Y | -56.6% | -94.0% | +37.4% | -39.6% |
| All | -56.6% | -94.2% | +37.6% | -39.6% |
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