-87.2%
MSTU vs FND
-10.3%
-76.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +10.9% | -0.6% | +4.9% |
| 7D | -4.8% | +12.3% | -17.2% | -9.9% |
| 30D | -29.6% | +14.7% | -44.3% | -34.0% |
| 3M | +69.4% | -12.0% | +81.4% | +75.9% |
| 6M | -62.2% | +10.8% | -73.0% | -66.8% |
| YTD | -61.1% | -12.3% | -48.8% | -57.1% |
| 1Y | -87.2% | -13.4% | -73.8% | -85.8% |
| All | -87.2% | -10.3% | -76.9% | -85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling