-90.8%
MSTU vs FN
+58.0%
-148.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | -2.0% |
| 7D | -27.7% | +8.0% | -35.7% | -32.1% |
| 30D | -40.3% | -19.1% | -21.1% | -31.9% |
| 3M | +26.4% | -29.8% | +56.2% | +52.4% |
| 6M | -75.7% | -43.2% | -32.5% | -67.7% |
| YTD | -71.9% | -18.9% | -52.9% | -73.8% |
| 1Y | -89.3% | -17.9% | -71.4% | -90.3% |
| All | -90.8% | +58.0% | -148.8% | -97.4% |
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