-87.5%
MSTU vs DAR
+90.1%
-177.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.6% | -6.0% | -5.8% |
| 7D | +12.9% | -0.2% | +13.1% | +12.3% |
| 30D | +68.3% | +7.4% | +60.9% | +57.1% |
| 3M | +0.4% | +15.7% | -15.3% | -12.3% |
| 6M | -41.5% | +30.0% | -71.5% | -55.0% |
| YTD | -61.7% | +87.5% | -149.2% | -78.8% |
| 1Y | -93.7% | +113.4% | -207.0% | -97.0% |
| All | -87.5% | +90.1% | -177.6% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling