-87.5%
MSTU vs DD
+27.5%
-115.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.6% | -2.8% | -1.8% |
| 7D | +12.9% | -3.8% | +16.7% | +18.6% |
| 30D | +68.3% | -9.2% | +77.6% | +91.4% |
| 3M | +0.4% | -9.0% | +9.4% | +16.5% |
| 6M | -41.5% | -5.0% | -36.6% | -35.6% |
| YTD | -61.7% | +7.4% | -69.1% | -64.7% |
| 1Y | -93.7% | +35.1% | -128.8% | -95.8% |
| All | -87.5% | +27.5% | -115.0% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling