-86.8%
MSTU vs DD
+30.9%
-117.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.2% | -8.4% | -8.4% |
| 7D | +16.1% | -0.6% | +16.7% | +16.5% |
| 30D | +68.7% | -7.4% | +76.1% | +86.5% |
| 3M | -11.0% | -6.4% | -4.6% | -0.7% |
| 6M | -33.4% | -2.5% | -30.9% | -29.2% |
| YTD | -59.5% | +10.2% | -69.8% | -64.0% |
| 1Y | -93.4% | +36.9% | -130.3% | -95.7% |
| All | -86.8% | +30.9% | -117.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling