+30.9%
DIA vs MSTU
-86.5%
+117.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.6% | +7.5% | -0.8% |
| 7D | +0.1% | +16.1% | -16.1% | -0.7% |
| 30D | -2.1% | +68.7% | -70.7% | -4.4% |
| 3M | +4.2% | -11.0% | +15.1% | +3.3% |
| 6M | +11.9% | -33.4% | +45.3% | +11.3% |
| YTD | +10.8% | -59.5% | +70.3% | +10.7% |
| 1Y | +17.5% | -93.4% | +110.9% | +24.5% |
| All | +30.9% | -86.5% | +117.3% | +28.7% |
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 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