-86.8%
MSTU vs FFIV
+81.6%
-168.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.3% |
| 7D | +16.1% | -1.5% | +17.7% | +18.9% |
| 30D | +68.7% | -2.7% | +71.3% | +75.0% |
| 3M | -11.0% | -1.7% | -9.3% | -8.8% |
| 6M | -33.4% | +36.1% | -69.5% | -60.6% |
| YTD | -59.5% | +52.6% | -112.1% | -79.8% |
| 1Y | -93.4% | +21.5% | -114.9% | -95.3% |
| All | -86.8% | +81.6% | -168.5% | -94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling