-27.8%
DOW vs MSTU
-92.2%
+64.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.2% |
| 7D | +5.2% | -25.8% | +31.0% | +6.3% |
| 30D | +13.2% | -43.9% | +57.0% | +15.0% |
| 3M | +10.1% | +2.9% | +7.2% | +7.3% |
| 6M | -13.1% | -75.5% | +62.4% | -9.9% |
| YTD | +46.1% | -76.7% | +122.8% | +47.5% |
| 1Y | +50.0% | -88.9% | +139.0% | +58.6% |
| All | -27.8% | -92.2% | +64.5% | -29.5% |
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