-39.8%
MSTU vs FN
-28.3%
-11.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -4.4% |
| 7D | +21.3% | -1.7% | +23.0% | +22.2% |
| 30D | +90.8% | -22.0% | +112.8% | +108.8% |
| 3M | -6.8% | -43.0% | +36.2% | +16.5% |
| 6M | -39.8% | -27.7% | -12.1% | -33.5% |
| All | -39.8% | -28.3% | -11.5% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling