-85.6%
MSTU vs FDS
-30.8%
-54.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.4% | -1.2% |
| 7D | +21.3% | -1.9% | +23.2% | +23.3% |
| 30D | +90.8% | +9.0% | +81.8% | +84.7% |
| 3M | -6.8% | +18.9% | -25.6% | -15.0% |
| 6M | -39.8% | +35.1% | -75.0% | -50.3% |
| YTD | -55.7% | +5.5% | -61.2% | -54.4% |
| 1Y | -92.7% | -16.8% | -75.9% | -90.6% |
| All | -85.6% | -30.8% | -54.8% | -81.7% |
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