-83.7%
FIG vs MSTU
-96.8%
+13.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -13.1% | -4.3% | -8.9% | -12.4% |
| 30D | -13.0% | -34.6% | +21.6% | -9.1% |
| 3M | -21.5% | +39.0% | -60.6% | -26.6% |
| 6M | -2.5% | -70.5% | +68.0% | +3.7% |
| YTD | -49.7% | -68.6% | +19.0% | -48.7% |
| 1Y | -59.1% | -88.6% | +29.5% | -54.4% |
| All | -83.7% | -96.8% | +13.0% | -82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling