-93.4%
MSTU vs D
+19.1%
-112.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.6% | -9.2% | -8.5% |
| 7D | +16.1% | +0.8% | +15.4% | +16.3% |
| 30D | +68.7% | -0.7% | +69.4% | +67.7% |
| 3M | -11.0% | +2.1% | -13.1% | -11.2% |
| 6M | -33.4% | +6.8% | -40.2% | -31.7% |
| YTD | -59.5% | +16.5% | -76.0% | -58.5% |
| 1Y | -93.4% | +19.2% | -112.5% | -92.8% |
| All | -93.4% | +19.1% | -112.4% | -92.8% |
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