+72.8%
DE vs MSTU
-92.2%
+165.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.0% | +4.2% | -0.6% |
| 7D | +0.3% | -25.8% | +26.1% | +1.1% |
| 30D | +3.6% | -43.9% | +47.4% | +5.0% |
| 3M | +10.2% | +2.9% | +7.4% | +8.8% |
| 6M | +16.6% | -75.5% | +92.1% | +19.8% |
| YTD | +45.8% | -76.7% | +122.5% | +47.3% |
| 1Y | +43.9% | -88.9% | +132.8% | +49.3% |
| All | +72.8% | -92.2% | +165.1% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling