-87.2%
MSTU vs DD
+49.3%
-136.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -1.8% | +12.1% | +12.7% |
| 7D | -4.8% | +8.7% | -13.5% | -15.6% |
| 30D | -29.6% | +15.3% | -44.9% | -41.9% |
| 3M | +69.4% | +5.9% | +63.5% | +55.6% |
| 6M | -62.2% | +11.6% | -73.8% | -66.7% |
| YTD | -61.1% | +26.5% | -87.6% | -72.4% |
| 1Y | -87.2% | +35.4% | -122.6% | -91.8% |
| All | -87.2% | +49.3% | -136.5% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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