-93.6%
MSTU vs FIGR
+5.9%
-99.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.2% |
| 7D | +12.9% | +14.9% | -2.0% | +4.4% |
| 30D | +68.3% | +32.3% | +36.1% | +45.9% |
| 3M | +0.4% | +34.8% | -34.4% | -14.1% |
| 6M | -41.5% | +16.8% | -58.3% | -46.4% |
| YTD | -61.7% | -6.7% | -55.1% | -63.0% |
| All | -93.6% | +5.9% | -99.4% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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