+29.8%
DVN vs MSTU
-88.1%
+117.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +2.3% |
| 7D | +2.5% | -22.0% | +24.5% | +3.3% |
| 30D | +10.2% | +60.3% | -50.1% | +7.9% |
| 3M | +8.1% | -3.7% | +11.8% | +7.1% |
| 6M | +15.9% | -45.2% | +61.1% | +16.0% |
| YTD | +38.2% | -64.3% | +102.6% | +39.2% |
| 1Y | +44.5% | -94.0% | +138.5% | +58.3% |
| All | +29.8% | -88.1% | +117.8% | +37.9% |
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 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