-92.7%
MSTU vs FRSH
-3.3%
-89.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.7% | +1.6% | +0.7% |
| 7D | +21.3% | -8.2% | +29.5% | +30.6% |
| 30D | +90.8% | +10.5% | +80.3% | +78.0% |
| 3M | -6.8% | +32.7% | -39.5% | -26.7% |
| 6M | -39.8% | +50.3% | -90.1% | -58.6% |
| YTD | -55.7% | +3.9% | -59.6% | -58.7% |
| 1Y | -92.7% | -2.2% | -90.5% | -93.3% |
| All | -92.7% | -3.3% | -89.3% | -93.3% |
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