-85.6%
MSTU vs DD
+31.1%
-116.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.6% |
| 7D | +21.3% | -3.5% | +24.8% | +27.0% |
| 30D | +90.8% | -10.3% | +101.1% | +120.6% |
| 3M | -6.8% | -7.5% | +0.8% | +6.0% |
| 6M | -39.8% | -8.0% | -31.8% | -30.5% |
| YTD | -55.7% | +10.5% | -66.2% | -60.7% |
| 1Y | -92.7% | +38.3% | -130.9% | -95.3% |
| All | -85.6% | +31.1% | -116.7% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling