+14.4%
FIX vs MSTU
-88.0%
+102.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +10.3% | -25.4% | -16.0% |
| 7D | -18.9% | -4.8% | -14.1% | -18.7% |
| 30D | -36.3% | -29.6% | -6.7% | -34.6% |
| 3M | -38.5% | +69.4% | -107.9% | -43.5% |
| 6M | -42.3% | -62.2% | +20.0% | -38.6% |
| YTD | +17.1% | -61.1% | +78.2% | +14.7% |
| 1Y | +14.4% | -87.2% | +101.6% | +28.2% |
| All | +14.4% | -88.0% | +102.4% | +28.2% |
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