-23.7%
DHR vs MSTU
-87.2%
+63.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | 0.0% |
| 7D | -2.4% | +12.9% | -15.3% | -2.9% |
| 30D | -2.2% | +68.3% | -70.5% | -4.1% |
| 3M | +9.0% | +0.4% | +8.6% | +7.9% |
| 6M | +3.5% | -41.5% | +45.0% | +3.3% |
| YTD | -10.1% | -61.7% | +51.6% | -9.9% |
| 1Y | +6.2% | -93.7% | +99.9% | +13.9% |
| All | -23.7% | -87.2% | +63.5% | -26.1% |
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