-92.7%
MSTU vs FIVE
+66.7%
-159.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.1% | -8.3% | -6.3% |
| 7D | +21.3% | +4.3% | +17.1% | +17.9% |
| 30D | +90.8% | +12.5% | +78.3% | +74.2% |
| 3M | -6.8% | +31.2% | -38.0% | -24.0% |
| 6M | -39.8% | +14.4% | -54.2% | -45.9% |
| YTD | -55.7% | +33.9% | -89.6% | -66.4% |
| 1Y | -92.7% | +65.1% | -157.7% | -95.4% |
| All | -92.7% | +66.7% | -159.4% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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