-92.7%
MSTU vs DD
+41.5%
-134.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.6% |
| 7D | +21.3% | -3.5% | +24.8% | +26.5% |
| 30D | +90.8% | -10.3% | +101.1% | +118.4% |
| 3M | -6.8% | -7.5% | +0.8% | +4.6% |
| 6M | -39.8% | -8.0% | -31.8% | -31.5% |
| YTD | -55.7% | +10.5% | -66.2% | -59.3% |
| 1Y | -92.7% | +38.3% | -130.9% | -94.8% |
| All | -92.7% | +41.5% | -134.1% | -94.8% |
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