-93.7%
MSTU vs FN
+12.8%
-106.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -5.9% | -5.7% |
| 7D | +12.9% | +5.8% | +7.1% | +9.0% |
| 30D | +68.3% | -20.6% | +89.0% | +88.2% |
| 3M | +0.4% | -28.6% | +29.0% | +18.4% |
| 6M | -41.5% | -20.7% | -20.8% | -41.8% |
| YTD | -61.7% | -8.1% | -53.6% | -66.7% |
| 1Y | -93.7% | +13.3% | -107.0% | -95.6% |
| All | -93.7% | +12.8% | -106.5% | -95.6% |
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