+51.5%
DOCN vs MSTU
-90.3%
+141.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -5.1% | +13.1% | +8.7% |
| 7D | -12.8% | -9.3% | -3.5% | -11.6% |
| 30D | -41.9% | -38.3% | -3.6% | -38.3% |
| 3M | -36.9% | +24.0% | -61.0% | -39.4% |
| 6M | -52.2% | -72.1% | +19.8% | -46.9% |
| YTD | +62.7% | -70.2% | +132.9% | +68.7% |
| All | +51.5% | -90.3% | +141.8% | +74.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling