+8.1%
FPS vs MSTU
-23.0%
+31.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.6% | +3.0% |
| 7D | +3.1% | +21.3% | -18.2% | -1.3% |
| 30D | -18.6% | +90.8% | -109.4% | -30.4% |
| 3M | -51.5% | -6.8% | -44.7% | -52.0% |
| 6M | -8.5% | -39.8% | +31.3% | -3.1% |
| All | +8.1% | -23.0% | +31.1% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling