+218.5%
FIX vs MSTU
-91.8%
+310.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -12.9% | +10.1% | -1.5% |
| 7D | +17.0% | -23.0% | +40.0% | +20.0% |
| 30D | -30.6% | -47.7% | +17.1% | -26.5% |
| 3M | -35.0% | +12.5% | -47.5% | -38.2% |
| 6M | -44.0% | -76.1% | +32.1% | -38.7% |
| YTD | +21.1% | -75.5% | +96.6% | +25.8% |
| 1Y | +16.3% | -90.1% | +106.3% | +31.6% |
| All | +218.5% | -91.8% | +310.3% | +226.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling