-89.8%
MSTU vs FN
+40.1%
-129.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -9.4% |
| 7D | -4.3% | 0.0% | -4.2% | -5.4% |
| 30D | -34.6% | -34.3% | -0.3% | -13.2% |
| 3M | +39.0% | -39.9% | +78.9% | +88.7% |
| 6M | -70.5% | -51.8% | -18.7% | -55.2% |
| YTD | -68.6% | -28.1% | -40.5% | -68.0% |
| 1Y | -88.6% | -29.1% | -59.6% | -88.5% |
| All | -89.8% | +40.1% | -129.9% | -96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling