-88.4%
MSTU vs SFM
-32.1%
-56.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.2% | -5.5% | -6.0% |
| 7D | -22.0% | -8.8% | -13.3% | -17.4% |
| 30D | +60.3% | -14.5% | +74.8% | +74.5% |
| 3M | -3.7% | -16.8% | +13.1% | +6.4% |
| 6M | -45.2% | -5.3% | -39.8% | -47.3% |
| YTD | -64.3% | -9.4% | -54.9% | -64.6% |
| 1Y | -94.0% | -46.2% | -47.9% | -90.3% |
| All | -88.4% | -32.1% | -56.2% | -83.7% |
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