-23.7%
FPS vs MSTU
-59.5%
+35.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +0.8% |
| 7D | +13.6% | -25.8% | +39.4% | +19.7% |
| 30D | -32.4% | -43.9% | +11.5% | -25.3% |
| 3M | -41.1% | +2.9% | -44.0% | -45.2% |
| 6M | -51.4% | -75.5% | +24.1% | -37.2% |
| All | -23.7% | -59.5% | +35.8% | -25.7% |
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 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