-80.3%
FIG vs MSTU
-95.8%
+15.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -8.6% | +3.0% | -4.7% |
| 7D | -16.4% | +16.1% | -32.5% | -18.3% |
| 30D | -2.3% | +68.7% | -71.0% | -9.3% |
| 3M | +7.8% | -11.0% | +18.8% | +4.8% |
| 6M | -21.8% | -33.4% | +11.5% | -23.4% |
| YTD | -39.1% | -59.5% | +20.4% | -38.8% |
| 1Y | -56.6% | -93.4% | +36.7% | -50.8% |
| All | -80.3% | -95.8% | +15.5% | -78.6% |
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 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