-92.7%
MSTU vs FTI
+108.8%
-201.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +21.3% | +5.3% | +16.1% | +19.3% |
| 30D | +90.8% | +15.3% | +75.5% | +80.7% |
| 3M | -6.8% | +15.8% | -22.5% | -13.0% |
| 6M | -39.8% | +22.6% | -62.4% | -49.2% |
| YTD | -55.7% | +79.5% | -135.2% | -68.8% |
| 1Y | -92.7% | +102.0% | -194.7% | -95.0% |
| All | -92.7% | +108.8% | -201.4% | -95.0% |
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