+187.0%
FIX vs MSTU
-89.5%
+276.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.9% | +5.6% |
| 7D | -17.5% | -4.3% | -13.2% | -17.2% |
| 30D | -41.6% | -34.6% | -7.0% | -39.4% |
| 3M | -40.6% | +39.0% | -79.6% | -44.6% |
| 6M | -49.4% | -70.5% | +21.1% | -45.7% |
| YTD | +9.2% | -68.6% | +77.8% | +10.7% |
| 1Y | +6.5% | -88.6% | +95.1% | +19.1% |
| All | +187.0% | -89.5% | +276.5% | +187.2% |
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 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