-88.4%
MSTU vs DBX
+42.8%
-131.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -8.5% |
| 7D | -22.0% | -1.8% | -20.2% | -20.3% |
| 30D | +60.3% | +2.8% | +57.5% | +57.0% |
| 3M | -3.7% | +26.8% | -30.5% | -28.4% |
| 6M | -45.2% | +32.8% | -77.9% | -64.6% |
| YTD | -64.3% | +26.1% | -90.4% | -74.5% |
| 1Y | -94.0% | +14.1% | -108.2% | -95.0% |
| All | -88.4% | +42.8% | -131.1% | -90.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling