-93.7%
MSTU vs FDS
-23.8%
-69.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.4% | -2.0% | -4.1% |
| 7D | +12.9% | -8.8% | +21.7% | +17.6% |
| 30D | +68.3% | -1.4% | +69.7% | +71.6% |
| 3M | +0.4% | +13.9% | -13.5% | -3.0% |
| 6M | -41.5% | +27.4% | -68.9% | -46.1% |
| YTD | -61.7% | -2.5% | -59.2% | -62.1% |
| 1Y | -93.7% | -23.8% | -69.9% | -94.6% |
| All | -93.7% | -23.8% | -69.9% | -94.6% |
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