-87.2%
MSTU vs DAR
+63.3%
-150.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -2.5% | +12.8% | +9.2% |
| 7D | -4.8% | -5.7% | +0.9% | -7.1% |
| 30D | -29.6% | -16.6% | -13.0% | -34.7% |
| 3M | +69.4% | -13.1% | +82.4% | +54.4% |
| 6M | -62.2% | -18.8% | -43.5% | -65.9% |
| YTD | -61.1% | +45.3% | -106.3% | -72.4% |
| 1Y | -87.2% | +60.6% | -147.8% | -91.7% |
| All | -87.2% | +63.3% | -150.4% | -91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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