-88.4%
MSTU vs FND
-60.2%
-28.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -5.9% |
| 7D | -22.0% | -5.1% | -16.9% | -19.5% |
| 30D | +60.3% | -22.5% | +82.8% | +84.1% |
| 3M | -3.7% | -5.0% | +1.3% | -6.0% |
| 6M | -45.2% | -21.5% | -23.7% | -39.1% |
| YTD | -64.3% | -23.0% | -41.3% | -59.6% |
| 1Y | -94.0% | -44.9% | -49.1% | -91.5% |
| All | -88.4% | -60.2% | -28.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling