+64.2%
FOXA vs MSTU
-85.2%
+149.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.2% | -0.2% | -3.3% |
| 7D | -4.0% | +21.3% | -25.3% | -4.6% |
| 30D | +12.0% | +90.8% | -78.8% | +9.6% |
| 3M | +0.3% | -6.8% | +7.0% | -0.5% |
| 6M | +12.5% | -39.8% | +52.3% | +12.4% |
| YTD | -9.6% | -55.7% | +46.1% | -9.6% |
| 1Y | +8.6% | -92.7% | +101.3% | +14.9% |
| All | +64.2% | -85.2% | +149.4% | +65.8% |
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 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