+214.1%
FIX vs MSTU
-92.2%
+306.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.0% | +3.6% | -0.9% |
| 7D | +9.4% | -25.8% | +35.2% | +12.6% |
| 30D | -27.8% | -43.9% | +16.1% | -24.1% |
| 3M | -35.6% | +2.9% | -38.4% | -38.1% |
| 6M | -45.2% | -75.5% | +30.3% | -40.2% |
| YTD | +19.5% | -76.7% | +96.2% | +24.7% |
| 1Y | +24.2% | -88.9% | +113.2% | +39.0% |
| All | +214.1% | -92.2% | +306.3% | +223.5% |
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