-27.3%
DHI vs MSTU
-87.7%
+60.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.6% | -1.9% | +1.6% |
| 7D | -3.4% | -16.6% | +13.2% | -3.0% |
| 30D | -5.4% | +69.7% | -75.1% | -6.8% |
| 3M | -10.4% | -7.5% | -3.0% | -10.9% |
| 6M | -2.8% | -43.1% | +40.3% | -2.7% |
| YTD | -3.4% | -63.0% | +59.6% | -3.1% |
| 1Y | -22.9% | -93.8% | +70.9% | -18.3% |
| All | -27.3% | -87.7% | +60.3% | -23.5% |
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 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