-86.8%
MSTU vs FDS
-33.8%
-53.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.3% | -4.3% | -6.3% |
| 7D | +16.1% | -5.4% | +21.5% | +20.3% |
| 30D | +68.7% | +1.6% | +67.1% | +69.5% |
| 3M | -11.0% | +17.7% | -28.7% | -18.1% |
| 6M | -33.4% | +29.1% | -62.4% | -43.5% |
| YTD | -59.5% | +1.0% | -60.5% | -57.3% |
| 1Y | -93.4% | -21.6% | -71.7% | -91.1% |
| All | -86.8% | -33.8% | -53.0% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling