-92.4%
MSTU vs FDS
-23.8%
-68.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.3% | -5.3% | -5.2% |
| 7D | -25.8% | +1.5% | -27.3% | -26.4% |
| 30D | -43.9% | +14.8% | -58.7% | -48.6% |
| 3M | +2.9% | +16.3% | -13.4% | -5.2% |
| 6M | -75.5% | +66.2% | -141.7% | -82.3% |
| YTD | -76.7% | +16.2% | -93.0% | -77.5% |
| 1Y | -88.9% | +21.8% | -110.8% | -89.7% |
| All | -92.4% | -23.8% | -68.7% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling