-87.2%
MSTU vs FWONK
+0.2%
-87.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +8.5% |
| 7D | -4.8% | +8.9% | -13.7% | -8.5% |
| 30D | -29.6% | +4.1% | -33.7% | -31.0% |
| 3M | +69.4% | +2.6% | +66.8% | +67.1% |
| 6M | -62.2% | +12.2% | -74.5% | -63.4% |
| YTD | -61.1% | +0.4% | -61.5% | -62.0% |
| 1Y | -87.2% | -1.8% | -85.4% | -88.0% |
| All | -87.2% | +0.2% | -87.3% | -88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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