-90.8%
MSTU vs FE
+16.6%
-107.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -27.7% | -0.4% | -27.3% | -27.8% |
| 30D | -40.3% | +3.6% | -43.9% | -39.8% |
| 3M | +26.4% | +0.3% | +26.1% | +26.9% |
| 6M | -75.7% | +6.4% | -82.1% | -75.5% |
| YTD | -71.9% | +8.1% | -80.0% | -71.5% |
| 1Y | -89.3% | +4.6% | -93.9% | -89.1% |
| All | -90.8% | +16.6% | -107.4% | -89.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling