-92.0%
MSTU vs FGI
+115.9%
-207.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.2% | -19.1% | -13.0% |
| 7D | -23.0% | +13.5% | -36.5% | -23.1% |
| 30D | -47.7% | +17.1% | -64.8% | -47.8% |
| 3M | +12.5% | +78.0% | -65.5% | +9.4% |
| 6M | -76.1% | +46.4% | -122.5% | -76.7% |
| YTD | -75.5% | +47.7% | -123.2% | -76.4% |
| 1Y | -90.1% | +56.8% | -146.9% | -90.4% |
| All | -92.0% | +115.9% | -207.9% | -89.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling