+77.6%
DE vs MSTU
-85.2%
+162.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | 0.0% |
| 7D | +10.0% | +21.3% | -11.3% | +9.2% |
| 30D | +13.3% | +90.8% | -77.5% | +10.5% |
| 3M | +17.5% | -6.8% | +24.3% | +16.5% |
| 6M | +13.6% | -39.8% | +53.4% | +13.5% |
| YTD | +49.8% | -55.7% | +105.5% | +49.4% |
| 1Y | +47.9% | -92.7% | +140.5% | +57.9% |
| All | +77.6% | -85.2% | +162.8% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling