-16.8%
DOCS vs MSTU
-92.2%
+75.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.0% | +5.4% | +0.7% |
| 7D | +2.6% | -25.8% | +28.4% | +4.5% |
| 30D | +11.4% | -43.9% | +55.3% | +15.1% |
| 3M | +25.4% | +2.9% | +22.5% | +22.9% |
| 6M | +42.5% | -75.5% | +118.0% | +49.2% |
| YTD | -24.7% | -76.7% | +52.0% | -22.7% |
| 1Y | -32.9% | -88.9% | +56.0% | -27.1% |
| All | -16.8% | -92.2% | +75.5% | -8.7% |
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