-85.6%
MSTU vs DAR
+83.6%
-169.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.7% |
| 7D | +21.3% | +1.4% | +20.0% | +19.6% |
| 30D | +90.8% | +12.8% | +78.0% | +70.5% |
| 3M | -6.8% | +7.4% | -14.1% | -14.4% |
| 6M | -39.8% | +22.3% | -62.1% | -51.7% |
| YTD | -55.7% | +81.1% | -136.8% | -74.9% |
| 1Y | -92.7% | +106.5% | -199.2% | -96.4% |
| All | -85.6% | +83.6% | -169.1% | -93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling