-5.7%
DT vs MSTU
-88.0%
+82.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.3% | -10.9% | -1.2% |
| 7D | -25.5% | -4.8% | -20.7% | -25.3% |
| 30D | -22.3% | -29.6% | +7.3% | -20.9% |
| 3M | +2.3% | +69.4% | -67.0% | -2.8% |
| 6M | +20.7% | -62.2% | +83.0% | +24.6% |
| YTD | +7.9% | -61.1% | +69.0% | +9.1% |
| 1Y | -5.7% | -87.2% | +81.4% | +2.6% |
| All | -5.7% | -88.0% | +82.2% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling