-92.4%
MSTU vs USFR
+9.5%
-101.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -4.5% |
| 7D | -25.8% | +0.1% | -25.9% | -24.5% |
| 30D | -43.9% | +0.4% | -44.2% | -38.0% |
| 3M | +2.9% | +1.1% | +1.8% | +33.3% |
| 6M | -75.5% | +2.0% | -77.5% | -61.8% |
| YTD | -76.7% | +3.5% | -80.2% | -62.2% |
| 1Y | -88.9% | +4.1% | -93.0% | -83.0% |
| All | -92.4% | +9.5% | -101.9% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling