+354.3%
FIX vs MSTU
-85.2%
+439.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +2.2% |
| 7D | +6.0% | +21.3% | -15.3% | +3.3% |
| 30D | -7.2% | +90.8% | -98.1% | -14.8% |
| 3M | -15.9% | -6.8% | -9.1% | -18.2% |
| 6M | +12.7% | -39.8% | +52.6% | +12.9% |
| YTD | +72.8% | -55.7% | +128.5% | +72.1% |
| 1Y | +122.9% | -92.7% | +215.6% | +162.9% |
| All | +354.3% | -85.2% | +439.5% | +346.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling