-86.8%
MSTU vs DBX
+37.7%
-124.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.7% | -4.9% |
| 7D | +16.1% | -1.3% | +17.5% | +19.6% |
| 30D | +68.7% | -2.9% | +71.5% | +78.1% |
| 3M | -11.0% | +23.8% | -34.8% | -31.6% |
| 6M | -33.4% | +26.2% | -59.6% | -53.6% |
| YTD | -59.5% | +21.6% | -81.1% | -69.6% |
| 1Y | -93.4% | +11.4% | -104.8% | -94.3% |
| All | -86.8% | +37.7% | -124.5% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling