+175.8%
DOCN vs MSTU
-85.2%
+261.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.2% | +6.0% | +3.2% |
| 7D | +1.1% | +21.3% | -20.2% | -1.7% |
| 30D | -9.6% | +90.8% | -100.4% | -17.3% |
| 3M | -37.7% | -6.8% | -30.9% | -39.4% |
| 6M | +115.2% | -39.8% | +155.0% | +115.6% |
| YTD | +133.7% | -55.7% | +189.4% | +132.9% |
| 1Y | +250.2% | -92.7% | +342.8% | +317.5% |
| All | +175.8% | -85.2% | +261.0% | +167.0% |
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