-87.2%
MSTU vs D
+23.9%
-111.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +4.4% | +5.9% | +12.8% |
| 7D | -4.8% | +8.5% | -13.4% | +0.1% |
| 30D | -29.6% | +14.3% | -43.9% | -23.5% |
| 3M | +69.4% | +1.8% | +67.6% | +74.0% |
| 6M | -62.2% | +13.0% | -75.3% | -58.9% |
| YTD | -61.1% | +22.7% | -83.8% | -56.7% |
| 1Y | -87.2% | +22.6% | -109.8% | -85.9% |
| All | -87.2% | +23.9% | -111.1% | -85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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