+77.7%
DOCN vs MSTU
-89.5%
+167.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +2.7% |
| 7D | -19.2% | -4.3% | -14.9% | -18.7% |
| 30D | -43.1% | -34.6% | -8.5% | -40.2% |
| 3M | -40.7% | +39.0% | -79.7% | -44.2% |
| 6M | -55.0% | -70.5% | +15.5% | -51.0% |
| YTD | +50.6% | -68.6% | +119.3% | +54.8% |
| 1Y | +54.0% | -88.6% | +142.6% | +75.6% |
| All | +77.7% | -89.5% | +167.3% | +77.4% |
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 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