-85.6%
MSTU vs FN
+74.4%
-160.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.1% | -6.3% | -5.4% |
| 7D | +21.3% | -1.7% | +23.0% | +22.9% |
| 30D | +90.8% | -22.0% | +112.8% | +120.5% |
| 3M | -6.8% | -43.0% | +36.2% | +35.1% |
| 6M | -39.8% | -27.7% | -12.1% | -34.1% |
| YTD | -55.7% | -10.5% | -45.2% | -60.2% |
| 1Y | -92.7% | +12.5% | -105.2% | -94.7% |
| All | -85.6% | +74.4% | -160.0% | -96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling