-88.0%
MSTU vs FTI
+203.2%
-291.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +2.6% |
| 7D | -16.6% | -4.4% | -12.2% | -12.8% |
| 30D | +69.7% | +1.5% | +68.2% | +67.8% |
| 3M | -7.5% | +8.2% | -15.7% | -16.7% |
| 6M | -43.1% | +18.8% | -61.9% | -55.8% |
| YTD | -63.0% | +71.7% | -134.7% | -80.8% |
| 1Y | -93.8% | +90.0% | -183.8% | -97.2% |
| All | -88.0% | +203.2% | -291.1% | -96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling