-4.2%
DT vs MSTU
-90.4%
+86.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.1% |
| 7D | +3.1% | -25.8% | +28.9% | +5.1% |
| 30D | -29.5% | -43.9% | +14.3% | -27.1% |
| 3M | -11.7% | +2.9% | -14.6% | -13.4% |
| 6M | +29.0% | -75.5% | +104.5% | +37.2% |
| YTD | +3.4% | -76.7% | +80.1% | +8.4% |
| 1Y | -4.2% | -88.9% | +84.7% | +6.7% |
| All | -4.2% | -90.4% | +86.2% | +6.7% |
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