-87.2%
MSTU vs FTI
+57.1%
-144.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -3.4% | +13.7% | +11.5% |
| 7D | -4.8% | -9.7% | +4.8% | -1.2% |
| 30D | -29.6% | -8.2% | -21.4% | -27.3% |
| 3M | +69.4% | -7.8% | +77.2% | +72.2% |
| 6M | -62.2% | -13.4% | -48.8% | -60.4% |
| YTD | -61.1% | +45.1% | -106.1% | -82.5% |
| 1Y | -87.2% | +54.6% | -141.8% | -95.3% |
| All | -87.2% | +57.1% | -144.3% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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