-88.0%
MSTU vs DD
+26.5%
-114.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.8% | +3.9% |
| 7D | -16.6% | -3.5% | -13.1% | -12.3% |
| 30D | +69.7% | -11.7% | +81.4% | +100.8% |
| 3M | -7.5% | -9.2% | +1.8% | +7.8% |
| 6M | -43.1% | -7.2% | -35.9% | -35.2% |
| YTD | -63.0% | +6.6% | -69.6% | -65.5% |
| 1Y | -93.8% | +32.0% | -125.8% | -95.8% |
| All | -88.0% | +26.5% | -114.5% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling