+35.8%
DASH vs MSTU
-89.4%
+125.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -18.3% | +8.9% | -7.8% |
| 7D | +0.5% | -18.2% | +18.7% | +2.1% |
| 30D | -7.1% | -42.7% | +35.6% | -3.3% |
| 3M | -13.2% | +37.0% | -50.2% | -18.3% |
| 6M | +8.3% | -70.1% | +78.4% | +14.4% |
| YTD | -20.6% | -68.2% | +47.6% | -19.9% |
| 1Y | -24.4% | -90.1% | +65.7% | -15.2% |
| All | +35.8% | -89.4% | +125.2% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 MSTU 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