+61.6%
DRAM vs MSTU
-39.9%
+101.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.9% | +8.5% | +10.1% |
| 7D | -0.6% | -27.7% | +27.1% | +4.9% |
| 30D | -18.0% | -40.3% | +22.2% | -11.8% |
| 3M | -11.9% | +26.4% | -38.3% | -18.6% |
| 6M | -18.6% | -75.7% | +57.1% | +4.7% |
| All | +61.6% | -39.9% | +101.5% | +77.8% |
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