-93.7%
MSTU vs FFIV
+26.5%
-120.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -9.1% |
| 7D | +12.9% | +3.5% | +9.4% | +9.0% |
| 30D | +68.3% | -1.3% | +69.7% | +71.1% |
| 3M | +0.4% | +2.4% | -2.0% | -1.5% |
| 6M | -41.5% | +41.8% | -83.3% | -60.2% |
| YTD | -61.7% | +58.5% | -120.2% | -76.1% |
| 1Y | -93.7% | +24.3% | -118.0% | -95.1% |
| All | -93.7% | +26.5% | -120.2% | -95.1% |
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