-90.8%
MSTU vs FDS
-23.3%
-67.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +0.3% |
| 7D | -27.7% | -2.1% | -25.6% | -26.8% |
| 30D | -40.3% | +16.0% | -56.3% | -45.7% |
| 3M | +26.4% | +18.8% | +7.6% | +15.2% |
| 6M | -75.7% | +54.1% | -129.8% | -81.4% |
| YTD | -71.9% | +17.0% | -88.9% | -73.0% |
| 1Y | -89.3% | +25.5% | -114.8% | -90.3% |
| All | -90.8% | -23.3% | -67.6% | -89.1% |
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