-88.4%
MSTU vs FWONK
+21.5%
-109.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.4% | -5.4% | -5.4% |
| 7D | -22.0% | -1.5% | -20.5% | -20.8% |
| 30D | +60.3% | -6.8% | +67.1% | +71.5% |
| 3M | -3.7% | +7.7% | -11.4% | -11.9% |
| 6M | -45.2% | +11.0% | -56.1% | -51.6% |
| YTD | -64.3% | -3.1% | -61.2% | -63.2% |
| 1Y | -94.0% | -3.5% | -90.6% | -93.8% |
| All | -88.4% | +21.5% | -109.9% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling