+8.3%
DUK vs MSTU
-88.0%
+96.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.3% | -7.9% | +2.6% |
| 7D | +4.9% | -4.8% | +9.7% | +4.8% |
| 30D | +13.8% | -29.6% | +43.4% | +13.4% |
| 3M | +5.2% | +69.4% | -64.2% | +6.5% |
| 6M | +3.5% | -62.2% | +65.7% | +3.3% |
| YTD | +13.5% | -61.1% | +74.5% | +14.4% |
| 1Y | +8.3% | -87.2% | +95.5% | +7.9% |
| All | +8.3% | -88.0% | +96.3% | +7.9% |
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