-86.8%
MSTU vs DAR
+89.0%
-175.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +2.9% | -11.6% | -10.2% |
| 7D | +16.1% | -0.9% | +17.0% | +16.0% |
| 30D | +68.7% | +13.0% | +55.7% | +51.4% |
| 3M | -11.0% | +15.0% | -26.0% | -22.0% |
| 6M | -33.4% | +26.8% | -60.2% | -47.8% |
| YTD | -59.5% | +86.4% | -145.9% | -77.5% |
| 1Y | -93.4% | +115.1% | -208.5% | -96.9% |
| All | -86.8% | +89.0% | -175.8% | -94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling