-90.1%
MSTU vs FGI
+45.2%
-135.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.1% | -7.3% |
| 7D | -21.7% | -4.1% | -17.6% | -21.6% |
| 30D | -42.8% | -3.4% | -39.4% | -42.7% |
| 3M | +21.4% | +61.8% | -40.3% | +10.7% |
| 6M | -74.1% | +17.0% | -91.1% | -75.9% |
| YTD | -72.4% | +31.4% | -103.8% | -76.3% |
| 1Y | -90.1% | +42.7% | -132.8% | -91.1% |
| All | -90.1% | +45.2% | -135.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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