+11.6%
DUK vs MSTU
-87.2%
+98.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.4% | +4.8% | -0.7% |
| 7D | -0.1% | +12.9% | -13.0% | +0.2% |
| 30D | +0.2% | +68.3% | -68.1% | +1.3% |
| 3M | -1.9% | +0.4% | -2.3% | -1.3% |
| 6M | -6.5% | -41.5% | +35.0% | -6.3% |
| YTD | +5.4% | -61.7% | +67.1% | +5.6% |
| 1Y | +3.6% | -93.7% | +97.2% | +1.2% |
| All | +11.6% | -87.2% | +98.8% | +16.6% |
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