-85.6%
MSTU vs D
+22.2%
-107.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.7% | -3.3% |
| 7D | +21.3% | +0.4% | +20.9% | +21.4% |
| 30D | +90.8% | -3.6% | +94.4% | +90.0% |
| 3M | -6.8% | -1.0% | -5.8% | -7.2% |
| 6M | -39.8% | +6.3% | -46.1% | -39.7% |
| YTD | -55.7% | +14.7% | -70.4% | -55.8% |
| 1Y | -92.7% | +16.9% | -109.6% | -92.6% |
| All | -85.6% | +22.2% | -107.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling