-17.2%
DOCS vs MSTU
-89.4%
+72.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -18.3% | +14.0% | -3.1% |
| 7D | -1.3% | -18.2% | +16.9% | -0.2% |
| 30D | +19.4% | -42.7% | +62.1% | +23.0% |
| 3M | +53.4% | +37.0% | +16.4% | +47.8% |
| 6M | +28.8% | -70.1% | +98.8% | +33.0% |
| YTD | -25.1% | -68.2% | +43.1% | -24.6% |
| 1Y | -48.1% | -90.1% | +41.9% | -42.6% |
| All | -17.2% | -89.4% | +72.2% | -10.9% |
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