-92.4%
MSTU vs D
+26.8%
-119.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.0% |
| 7D | -25.8% | -1.4% | -24.4% | -26.0% |
| 30D | -43.9% | +7.7% | -51.6% | -43.0% |
| 3M | +2.9% | -0.3% | +3.2% | +3.7% |
| 6M | -75.5% | +10.1% | -85.6% | -75.1% |
| YTD | -76.7% | +19.1% | -95.8% | -76.5% |
| 1Y | -88.9% | +15.9% | -104.9% | -88.7% |
| All | -92.4% | +26.8% | -119.2% | -92.7% |
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