-87.2%
MSTU vs FTV
+37.8%
-124.9%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +2.3% | +8.0% | +10.0% |
| 7D | -4.8% | +6.6% | -11.4% | -5.6% |
| 30D | -29.6% | +19.1% | -48.7% | -31.0% |
| 3M | +69.4% | +13.1% | +56.3% | +64.1% |
| 6M | -62.2% | +14.0% | -76.2% | -62.9% |
| YTD | -61.1% | +24.2% | -85.3% | -61.2% |
| 1Y | -87.2% | +36.4% | -123.5% | -85.6% |
| All | -87.2% | +37.8% | -124.9% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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