-90.3%
MSTU vs FN
+56.7%
-147.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +11.9% | -16.9% | -13.0% |
| 7D | -9.3% | +16.3% | -25.6% | -20.0% |
| 30D | -38.3% | -24.7% | -13.5% | -26.2% |
| 3M | +24.0% | -34.9% | +59.0% | +58.1% |
| 6M | -72.1% | -41.1% | -31.0% | -63.9% |
| YTD | -70.2% | -19.6% | -50.6% | -72.1% |
| 1Y | -89.6% | -18.5% | -71.1% | -90.6% |
| All | -90.3% | +56.7% | -147.0% | -97.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling