-18.8%
DOCS vs MSTU
-89.5%
+70.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.9% |
| 7D | -0.8% | -4.3% | +3.5% | -0.5% |
| 30D | +17.4% | -34.6% | +52.0% | +20.1% |
| 3M | +57.4% | +39.0% | +18.3% | +51.5% |
| 6M | +26.5% | -70.5% | +97.1% | +30.9% |
| YTD | -26.6% | -68.6% | +42.0% | -26.1% |
| 1Y | -48.1% | -88.6% | +40.6% | -43.2% |
| All | -18.8% | -89.5% | +70.7% | -12.6% |
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