+25.6%
DVN vs MSTU
-86.5%
+112.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.3% | +1.0% |
| 7D | -1.3% | +16.1% | -17.5% | -1.9% |
| 30D | +12.6% | +68.7% | -56.0% | +10.2% |
| 3M | +8.1% | -11.0% | +19.1% | +7.6% |
| 6M | +10.2% | -33.4% | +43.5% | +9.5% |
| YTD | +33.8% | -59.5% | +93.3% | +34.2% |
| 1Y | +43.9% | -93.4% | +137.2% | +57.2% |
| All | +25.6% | -86.5% | +112.0% | +33.0% |
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