-86.8%
MSTU vs D
+24.1%
-110.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -8.6% |
| 7D | +16.1% | +0.8% | +15.4% | +16.2% |
| 30D | +68.7% | -0.7% | +69.4% | +68.3% |
| 3M | -11.0% | +2.1% | -13.1% | -11.2% |
| 6M | -33.4% | +6.8% | -40.2% | -33.0% |
| YTD | -59.5% | +16.5% | -76.0% | -59.5% |
| 1Y | -93.4% | +19.2% | -112.5% | -93.3% |
| All | -86.8% | +24.1% | -110.9% | -87.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling