-92.4%
MSTU vs SFM
-51.1%
-41.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.4% | -5.7% |
| 7D | -25.8% | +6.0% | -31.9% | -28.2% |
| 30D | -43.9% | -19.5% | -24.4% | -38.2% |
| 3M | +2.9% | -37.0% | +39.9% | +30.2% |
| 6M | -75.5% | -41.0% | -34.5% | -68.1% |
| YTD | -76.7% | -34.6% | -42.1% | -72.8% |
| 1Y | -88.9% | -36.3% | -52.7% | -87.0% |
| All | -92.4% | -51.1% | -41.4% | -87.5% |
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