-87.2%
MSTU vs FRSH
+21.1%
-108.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -6.3% | +16.6% | +15.1% |
| 7D | -4.8% | -13.8% | +8.9% | +6.4% |
| 30D | -29.6% | +0.3% | -29.9% | -29.6% |
| 3M | +69.4% | +10.1% | +59.3% | +58.2% |
| 6M | -62.2% | +47.7% | -109.9% | -72.8% |
| YTD | -61.1% | +8.2% | -69.3% | -66.7% |
| 1Y | -87.2% | +21.4% | -108.6% | -90.8% |
| All | -87.2% | +21.1% | -108.3% | -90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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