+0.1%
DT vs MSTU
-85.2%
+85.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -1.4% |
| 7D | -3.3% | +21.3% | -24.6% | -4.7% |
| 30D | +2.0% | +90.8% | -88.8% | -2.6% |
| 3M | +20.0% | -6.8% | +26.8% | +18.1% |
| 6M | +39.3% | -39.8% | +79.1% | +39.0% |
| YTD | +19.8% | -55.7% | +75.4% | +19.5% |
| 1Y | +4.3% | -92.7% | +96.9% | +13.8% |
| All | +0.1% | -85.2% | +85.3% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling