+25.6%
DLR vs MSTU
-87.2%
+112.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.2% | 0.0% |
| 7D | +2.9% | +12.9% | -10.0% | +2.1% |
| 30D | -1.2% | +68.3% | -69.5% | -4.2% |
| 3M | +2.9% | +0.4% | +2.6% | +1.5% |
| 6M | +6.7% | -41.5% | +48.2% | +6.9% |
| YTD | +23.9% | -61.7% | +85.6% | +24.4% |
| 1Y | +18.6% | -93.7% | +112.3% | +28.9% |
| All | +25.6% | -87.2% | +112.9% | +34.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling