-50.3%
MSTU vs FTV
+17.8%
-68.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.1% | -5.1% | -5.3% |
| 7D | -25.8% | +3.9% | -29.7% | -33.1% |
| 30D | -43.9% | +18.7% | -62.5% | -63.4% |
| All | -50.3% | +17.8% | -68.1% | -66.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling