-94.0%
MSTU vs FIGR
+1.6%
-95.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.1% | -2.7% | -4.4% |
| 7D | -22.0% | +1.0% | -23.0% | -22.8% |
| 30D | +60.3% | +31.4% | +28.9% | +40.0% |
| 3M | -3.7% | +30.3% | -34.0% | -15.8% |
| 6M | -45.2% | -7.6% | -37.6% | -42.4% |
| YTD | -64.3% | -10.5% | -53.9% | -64.6% |
| All | -94.0% | +1.6% | -95.6% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling