-90.1%
MSTU vs FFIV
+28.6%
-118.7%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.2% |
| 7D | -21.7% | -4.2% | -17.6% | -18.7% |
| 30D | -42.8% | -33.9% | -8.9% | -23.2% |
| 3M | +21.4% | -22.6% | +44.0% | +40.9% |
| 6M | -74.1% | -10.4% | -63.7% | -74.5% |
| YTD | -72.4% | +24.3% | -96.7% | -81.4% |
| 1Y | -90.1% | +31.8% | -121.9% | -93.8% |
| All | -90.1% | +28.6% | -118.7% | -93.8% |
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