-88.0%
MSTU vs SFM
-31.6%
-56.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +3.1% |
| 7D | -16.6% | -10.6% | -6.0% | -10.5% |
| 30D | +69.7% | -15.5% | +85.2% | +86.3% |
| 3M | -7.5% | -17.4% | +10.0% | +2.7% |
| 6M | -43.1% | -3.4% | -39.7% | -46.1% |
| YTD | -63.0% | -8.7% | -54.4% | -63.5% |
| 1Y | -93.8% | -47.2% | -46.6% | -89.6% |
| All | -88.0% | -31.6% | -56.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling