-89.8%
MSTU vs FE
+16.4%
-106.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.5% |
| 7D | -4.3% | 0.0% | -4.2% | -4.3% |
| 30D | -34.6% | +5.2% | -39.8% | -33.9% |
| 3M | +39.0% | 0.0% | +39.1% | +39.5% |
| 6M | -70.5% | +5.0% | -75.6% | -70.3% |
| YTD | -68.6% | +7.9% | -76.5% | -68.2% |
| 1Y | -88.6% | +6.3% | -95.0% | -88.4% |
| All | -89.8% | +16.4% | -106.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling