-87.2%
MSTU vs FN
-25.7%
-61.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.0% | +16.3% | +13.6% |
| 7D | -4.8% | -7.0% | +2.1% | -1.3% |
| 30D | -29.6% | -24.7% | -4.8% | -18.2% |
| 3M | +69.4% | -35.7% | +105.1% | +109.5% |
| 6M | -62.2% | -52.4% | -9.8% | -44.9% |
| YTD | -61.1% | -25.0% | -36.1% | -62.6% |
| 1Y | -87.2% | -25.7% | -61.5% | -87.9% |
| All | -87.2% | -25.7% | -61.4% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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