-87.2%
MSTU vs FDS
+31.1%
-118.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.9% | +7.4% | +8.9% |
| 7D | -4.8% | +9.4% | -14.3% | -9.7% |
| 30D | -29.6% | +23.8% | -53.3% | -37.5% |
| 3M | +69.4% | +25.1% | +44.3% | +53.0% |
| 6M | -62.2% | +53.8% | -116.0% | -69.3% |
| YTD | -61.1% | +19.6% | -80.6% | -62.7% |
| 1Y | -87.2% | +31.6% | -118.8% | -87.6% |
| All | -87.2% | +31.1% | -118.3% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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