-91.0%
MSTU vs DAR
+45.2%
-136.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.8% | -5.4% | -6.4% |
| 7D | -21.7% | -3.8% | -17.9% | -20.2% |
| 30D | -42.8% | -14.4% | -28.3% | -38.5% |
| 3M | +21.4% | -17.9% | +39.3% | +28.0% |
| 6M | -74.1% | -18.3% | -55.8% | -73.0% |
| YTD | -72.4% | +43.2% | -115.6% | -82.7% |
| 1Y | -90.1% | +57.7% | -147.8% | -94.4% |
| All | -91.0% | +45.2% | -136.2% | -95.5% |
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