-87.2%
MSTU vs FFIV
+33.5%
-120.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.4% | +10.8% | +10.6% |
| 7D | -4.8% | -9.8% | +5.0% | +3.1% |
| 30D | -29.6% | -28.1% | -1.5% | -12.6% |
| 3M | +69.4% | -20.0% | +89.4% | +89.8% |
| 6M | -62.2% | -0.1% | -62.2% | -66.7% |
| YTD | -61.1% | +29.2% | -90.2% | -74.5% |
| 1Y | -87.2% | +36.6% | -123.8% | -92.0% |
| All | -87.2% | +33.5% | -120.7% | -92.0% |
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