+46.1%
DE vs MSTU
-88.0%
+134.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.3% | -8.7% | +1.5% |
| 7D | +5.6% | -4.8% | +10.4% | +5.6% |
| 30D | -0.8% | -29.6% | +28.7% | -0.6% |
| 3M | +9.8% | +69.4% | -59.5% | +9.2% |
| 6M | +17.5% | -62.2% | +79.8% | +19.1% |
| YTD | +46.5% | -61.1% | +107.5% | +45.8% |
| 1Y | +46.1% | -87.2% | +133.3% | +41.5% |
| All | +46.1% | -88.0% | +134.1% | +41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling