-76.1%
MSTU vs FN
-44.6%
-31.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.1% | -8.8% | -11.3% |
| 7D | -23.0% | +20.8% | -43.8% | -28.9% |
| 30D | -47.7% | -17.3% | -30.4% | -44.1% |
| 3M | +12.5% | -38.1% | +50.6% | +30.2% |
| 6M | -76.1% | -44.2% | -31.8% | -72.6% |
| All | -76.1% | -44.6% | -31.5% | -72.6% |
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 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