-90.8%
MSTU vs FGI
+103.3%
-194.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.8% |
| 7D | -27.7% | +6.9% | -34.6% | -27.8% |
| 30D | -40.3% | +3.9% | -44.2% | -40.3% |
| 3M | +26.4% | +74.3% | -47.9% | +22.9% |
| 6M | -75.7% | +28.9% | -104.7% | -76.4% |
| YTD | -71.9% | +39.1% | -111.0% | -72.9% |
| 1Y | -89.3% | +49.3% | -138.6% | -89.6% |
| All | -90.8% | +103.3% | -194.2% | -88.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling