-87.5%
MSTU vs FND
-59.6%
-28.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -5.0% |
| 7D | +12.9% | -0.8% | +13.7% | +14.0% |
| 30D | +68.3% | -19.6% | +87.9% | +89.2% |
| 3M | +0.4% | -4.3% | +4.7% | -2.3% |
| 6M | -41.5% | -20.4% | -21.1% | -35.6% |
| YTD | -61.7% | -21.9% | -39.9% | -57.0% |
| 1Y | -93.7% | -45.2% | -48.5% | -90.9% |
| All | -87.5% | -59.6% | -28.0% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling