-87.2%
MSTU vs FE
+6.1%
-93.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | 0.0% | +10.4% | +10.3% |
| 7D | -4.8% | +1.7% | -6.5% | -4.1% |
| 30D | -29.6% | +8.1% | -37.7% | -27.4% |
| 3M | +69.4% | -1.3% | +70.7% | +69.9% |
| 6M | -62.2% | +2.9% | -65.2% | -61.8% |
| YTD | -61.1% | +8.6% | -69.6% | -60.5% |
| 1Y | -87.2% | +6.3% | -93.5% | -86.6% |
| All | -87.2% | +6.1% | -93.2% | -86.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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