-87.5%
MSTU vs FTV
-0.4%
-87.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -3.8% |
| 7D | +12.9% | -1.3% | +14.2% | +15.7% |
| 30D | +68.3% | -9.5% | +77.9% | +92.7% |
| 3M | +0.4% | -10.9% | +11.3% | +14.2% |
| 6M | -41.5% | -0.6% | -40.9% | -45.7% |
| YTD | -61.7% | +1.4% | -63.1% | -68.0% |
| 1Y | -93.7% | +17.6% | -111.3% | -96.5% |
| All | -87.5% | -0.4% | -87.1% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling