-90.1%
MSTU vs FN
-24.2%
-65.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -4.8% | -2.5% | -4.7% |
| 7D | -21.7% | -4.1% | -17.7% | -20.6% |
| 30D | -42.8% | -28.3% | -14.4% | -31.9% |
| 3M | +21.4% | -33.9% | +55.3% | +47.0% |
| 6M | -74.1% | -43.9% | -30.2% | -66.5% |
| YTD | -72.4% | -23.4% | -48.9% | -73.7% |
| 1Y | -90.1% | -25.4% | -64.7% | -90.6% |
| All | -90.1% | -24.2% | -65.9% | -90.6% |
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