-90.1%
MSTU vs FDS
+23.2%
-113.3%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -0.9% | -12.0% | -12.4% |
| 7D | -23.0% | -2.6% | -20.4% | -21.9% |
| 30D | -47.7% | +14.1% | -61.8% | -51.4% |
| 3M | +12.5% | +19.8% | -7.3% | +3.9% |
| 6M | -76.1% | +55.0% | -131.0% | -80.5% |
| YTD | -75.5% | +15.9% | -91.4% | -76.4% |
| 1Y | -90.1% | +24.2% | -114.3% | -89.3% |
| All | -90.1% | +23.2% | -113.3% | -89.3% |
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