-86.8%
MSTU vs SFM
-28.5%
-58.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -6.5% | -2.1% | -4.7% |
| 7D | +16.1% | -5.8% | +22.0% | +20.6% |
| 30D | +68.7% | -11.4% | +80.0% | +79.6% |
| 3M | -11.0% | -12.2% | +1.2% | -4.8% |
| 6M | -33.4% | -5.2% | -28.2% | -35.6% |
| YTD | -59.5% | -4.5% | -55.0% | -61.1% |
| 1Y | -93.4% | -45.4% | -48.0% | -89.0% |
| All | -86.8% | -28.5% | -58.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling