-15.2%
DT vs MSTU
-90.1%
+74.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.5% |
| 7D | -20.2% | -9.3% | -11.0% | -19.9% |
| 30D | -30.8% | -38.3% | +7.5% | -29.0% |
| 3M | -10.2% | +24.0% | -34.3% | -12.9% |
| 6M | +8.0% | -72.1% | +80.1% | +12.7% |
| YTD | +1.5% | -70.2% | +71.7% | +2.7% |
| 1Y | -6.9% | -89.6% | +82.7% | -0.5% |
| All | -15.2% | -90.1% | +74.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling