-88.9%
MSTU vs FE
+5.8%
-94.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.1% | -6.1% | -4.5% |
| 7D | -25.8% | +1.2% | -27.0% | -25.3% |
| 30D | -43.9% | +4.5% | -48.4% | -42.5% |
| 3M | +2.9% | +1.3% | +1.5% | +4.2% |
| 6M | -75.5% | +8.7% | -84.2% | -74.7% |
| YTD | -76.7% | +9.2% | -85.9% | -75.6% |
| 1Y | -88.9% | +7.0% | -95.9% | -88.1% |
| All | -88.9% | +5.8% | -94.8% | -88.1% |
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