-85.6%
MSTU vs D
+23.4%
-109.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.2% |
| 7D | +21.3% | +1.5% | +19.9% | +21.5% |
| 30D | +90.8% | -2.6% | +93.4% | +90.1% |
| 3M | -6.8% | 0.0% | -6.8% | -7.1% |
| 6M | -39.8% | +7.4% | -47.2% | -39.6% |
| YTD | -55.7% | +15.9% | -71.6% | -55.7% |
| 1Y | -92.7% | +18.1% | -110.8% | -92.6% |
| All | -85.6% | +23.4% | -109.0% | -86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling