+12.7%
FIX vs MSTU
-37.9%
+50.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.2% |
| 7D | +6.0% | +21.3% | -15.3% | +3.2% |
| 30D | -7.2% | +90.8% | -98.1% | -15.6% |
| 3M | -15.9% | -6.8% | -9.1% | -15.5% |
| 6M | +12.7% | -39.8% | +52.6% | +20.7% |
| All | +12.7% | -37.9% | +50.6% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling