+65.5%
FOXA vs MSTU
-87.7%
+153.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.6% | -2.4% | +1.1% |
| 7D | +0.8% | -16.6% | +17.4% | +1.2% |
| 30D | +5.0% | +69.7% | -64.7% | +3.1% |
| 3M | -3.0% | -7.5% | +4.5% | -3.8% |
| 6M | +14.8% | -43.1% | +57.9% | +14.8% |
| YTD | -8.9% | -63.0% | +54.1% | -8.5% |
| 1Y | +13.3% | -93.8% | +107.1% | +20.3% |
| All | +65.5% | -87.7% | +153.1% | +67.8% |
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