-28.6%
DHI vs MSTU
-88.1%
+59.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -2.3% |
| 7D | -6.1% | -22.0% | +15.9% | -5.6% |
| 30D | -10.1% | +60.3% | -70.4% | -11.3% |
| 3M | -7.3% | -3.7% | -3.6% | -7.9% |
| 6M | -6.1% | -45.2% | +39.1% | -6.0% |
| YTD | -5.0% | -64.3% | +59.3% | -4.6% |
| 1Y | -22.1% | -94.0% | +71.9% | -17.4% |
| All | -28.6% | -88.1% | +59.5% | -24.7% |
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