-86.8%
MSTU vs FE
+15.3%
-102.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.7% | -8.0% | -8.7% |
| 7D | +16.1% | +0.6% | +15.5% | +16.2% |
| 30D | +68.7% | -2.1% | +70.8% | +68.1% |
| 3M | -11.0% | +2.6% | -13.6% | -10.9% |
| 6M | -33.4% | -6.8% | -26.6% | -33.3% |
| YTD | -59.5% | +6.9% | -66.4% | -59.2% |
| 1Y | -93.4% | +11.6% | -104.9% | -93.3% |
| All | -86.8% | +15.3% | -102.1% | -85.2% |
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