+21.2%
DLR vs MSTU
-90.6%
+111.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | 0.0% |
| 7D | -2.0% | -27.7% | +25.7% | -0.6% |
| 30D | +0.5% | -40.3% | +40.8% | +2.5% |
| 3M | -4.4% | +26.4% | -30.8% | -6.8% |
| 6M | -6.4% | -75.7% | +69.3% | -2.2% |
| YTD | +19.5% | -71.9% | +91.3% | +20.8% |
| 1Y | +10.5% | -89.3% | +99.8% | +16.7% |
| All | +21.2% | -90.6% | +111.8% | +30.5% |
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 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