-91.0%
MSTU vs FN
+49.2%
-140.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -4.1% |
| 7D | -21.7% | -4.1% | -17.7% | -20.7% |
| 30D | -42.8% | -28.3% | -14.4% | -29.2% |
| 3M | +21.4% | -33.9% | +55.3% | +52.5% |
| 6M | -74.1% | -43.9% | -30.2% | -65.4% |
| YTD | -72.4% | -23.4% | -48.9% | -73.3% |
| 1Y | -90.1% | -25.4% | -64.7% | -90.4% |
| All | -91.0% | +49.2% | -140.2% | -97.3% |
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