-87.2%
MSTU vs DBX
+22.5%
-109.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.3% | +7.1% | +7.8% |
| 7D | -4.8% | -1.1% | -3.7% | -4.0% |
| 30D | -29.6% | +5.0% | -34.6% | -31.9% |
| 3M | +69.4% | +4.6% | +64.8% | +63.3% |
| 6M | -62.2% | +43.9% | -106.2% | -73.8% |
| YTD | -61.1% | +29.9% | -90.9% | -69.8% |
| 1Y | -87.2% | +24.6% | -111.8% | -89.6% |
| All | -87.2% | +22.5% | -109.7% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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