-85.6%
MSTU vs FTV
+1.6%
-87.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -1.9% |
| 7D | +21.3% | -4.5% | +25.8% | +29.6% |
| 30D | +90.8% | -7.1% | +97.9% | +110.8% |
| 3M | -6.8% | -7.2% | +0.4% | -0.8% |
| 6M | -39.8% | -1.5% | -38.3% | -43.0% |
| YTD | -55.7% | +3.5% | -59.2% | -64.0% |
| 1Y | -92.7% | +20.3% | -113.0% | -96.1% |
| All | -85.6% | +1.6% | -87.2% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling