-92.7%
MSTU vs FE
+11.4%
-104.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.3% |
| 7D | +21.3% | +1.9% | +19.4% | +22.2% |
| 30D | +90.8% | -1.2% | +92.0% | +89.4% |
| 3M | -6.8% | +3.5% | -10.3% | -6.2% |
| 6M | -39.8% | -6.1% | -33.8% | -39.6% |
| YTD | -55.7% | +7.6% | -63.3% | -53.9% |
| 1Y | -92.7% | +11.9% | -104.6% | -91.3% |
| All | -92.7% | +11.4% | -104.1% | -91.3% |
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