-35.6%
DOW vs MSTU
-85.2%
+49.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -2.9% |
| 7D | -2.4% | +21.3% | -23.7% | -3.5% |
| 30D | +0.4% | +90.8% | -90.4% | -3.4% |
| 3M | -14.4% | -6.8% | -7.6% | -15.3% |
| 6M | -7.0% | -39.8% | +32.8% | -7.2% |
| YTD | +30.2% | -55.7% | +85.9% | +29.7% |
| 1Y | +29.2% | -92.7% | +121.9% | +44.3% |
| All | -35.6% | -85.2% | +49.6% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling