+12.3%
DUK vs MSTU
-86.5%
+98.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.6% | +9.5% | +0.7% |
| 7D | +0.7% | +16.1% | -15.4% | +1.0% |
| 30D | -2.0% | +68.7% | -70.7% | -1.0% |
| 3M | +0.2% | -11.0% | +11.2% | +0.6% |
| 6M | -6.9% | -33.4% | +26.5% | -6.5% |
| YTD | +6.1% | -59.5% | +65.7% | +6.4% |
| 1Y | +4.4% | -93.4% | +97.8% | +2.2% |
| All | +12.3% | -86.5% | +98.8% | +17.5% |
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