-3.0%
DT vs MSTU
-86.5%
+83.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -8.6% | +5.5% | -2.6% |
| 7D | -4.9% | +16.1% | -21.0% | -5.9% |
| 30D | +2.7% | +68.7% | -66.0% | -1.3% |
| 3M | +20.0% | -11.0% | +31.0% | +18.5% |
| 6M | +28.0% | -33.4% | +61.4% | +27.0% |
| YTD | +16.0% | -59.5% | +75.5% | +16.4% |
| 1Y | +0.7% | -93.4% | +94.1% | +10.6% |
| All | -3.0% | -86.5% | +83.5% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling