-92.7%
MSTU vs FFIV
+25.9%
-118.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.7% |
| 7D | +21.3% | -1.0% | +22.3% | +23.2% |
| 30D | +90.8% | -5.1% | +95.9% | +100.9% |
| 3M | -6.8% | -4.5% | -2.3% | -1.7% |
| 6M | -39.8% | +36.5% | -76.3% | -57.3% |
| YTD | -55.7% | +53.0% | -108.7% | -71.1% |
| 1Y | -92.7% | +24.2% | -116.9% | -94.2% |
| All | -92.7% | +25.9% | -118.6% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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