-85.6%
MSTU vs FND
-57.3%
-28.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -4.1% |
| 7D | +21.3% | -5.2% | +26.6% | +25.0% |
| 30D | +90.8% | -19.9% | +110.7% | +114.6% |
| 3M | -6.8% | +2.7% | -9.5% | -14.2% |
| 6M | -39.8% | -21.7% | -18.1% | -32.5% |
| YTD | -55.7% | -17.5% | -38.2% | -51.9% |
| 1Y | -92.7% | -39.3% | -53.4% | -90.1% |
| All | -85.6% | -57.3% | -28.3% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling