+39.3%
DOCS vs MSTU
-61.0%
+100.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +10.3% | -4.0% | +5.7% |
| 7D | +1.2% | -4.8% | +6.1% | +1.4% |
| 30D | +21.3% | -29.6% | +50.9% | +22.8% |
| 3M | +58.4% | +69.4% | -11.0% | +53.0% |
| 6M | +39.3% | -62.2% | +101.5% | +8.1% |
| All | +39.3% | -61.0% | +100.3% | +8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling