-89.3%
MSTU vs FE
+4.9%
-94.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -27.7% | -0.4% | -27.3% | -27.9% |
| 30D | -40.3% | +3.6% | -43.9% | -39.3% |
| 3M | +26.4% | +0.3% | +26.1% | +27.3% |
| 6M | -75.7% | +6.4% | -82.1% | -75.4% |
| YTD | -71.9% | +8.1% | -80.0% | -72.0% |
| 1Y | -89.3% | +4.6% | -93.9% | -88.7% |
| All | -89.3% | +4.9% | -94.2% | -88.7% |
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