-88.4%
MSTU vs FTI
+200.1%
-288.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -4.1% |
| 7D | -22.0% | -5.6% | -16.4% | -17.5% |
| 30D | +60.3% | +0.4% | +59.9% | +60.1% |
| 3M | -3.7% | +8.1% | -11.8% | -13.3% |
| 6M | -45.2% | +16.7% | -61.9% | -56.6% |
| YTD | -64.3% | +70.0% | -134.3% | -81.3% |
| 1Y | -94.0% | +85.4% | -179.5% | -97.2% |
| All | -88.4% | +200.1% | -288.5% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling