-88.4%
MSTU vs USFR
+8.6%
-97.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | 0.0% | -6.8% | -6.3% |
| 7D | -22.0% | +0.1% | -22.1% | -20.4% |
| 30D | +60.3% | +0.3% | +60.0% | +71.8% |
| 3M | -3.7% | +1.0% | -4.7% | +18.0% |
| 6M | -45.2% | +1.9% | -47.1% | -23.6% |
| YTD | -64.3% | +2.7% | -67.0% | -52.5% |
| 1Y | -94.0% | +4.0% | -98.0% | -93.0% |
| All | -88.4% | +8.6% | -97.0% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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