-88.0%
MSTU vs FRSH
+5.3%
-93.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | -16.6% | -6.6% | -10.0% | -11.2% |
| 30D | +69.7% | +2.1% | +67.6% | +68.3% |
| 3M | -7.5% | +29.0% | -36.4% | -27.4% |
| 6M | -43.1% | +48.6% | -91.7% | -61.6% |
| YTD | -63.0% | -2.9% | -60.1% | -62.9% |
| 1Y | -93.8% | -7.9% | -85.9% | -93.4% |
| All | -88.0% | +5.3% | -93.3% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling