-87.5%
MSTU vs USFR
+8.6%
-96.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +12.9% | +0.1% | +12.8% | +14.7% |
| 30D | +68.3% | +0.3% | +68.1% | +78.7% |
| 3M | +0.4% | +1.0% | -0.6% | +23.2% |
| 6M | -41.5% | +1.9% | -43.5% | -18.4% |
| YTD | -61.7% | +2.7% | -64.4% | -49.2% |
| 1Y | -93.7% | +4.0% | -97.6% | -92.6% |
| All | -87.5% | +8.6% | -96.1% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling