-92.4%
MSTU vs DD
+53.2%
-145.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.2% |
| 7D | -25.8% | +5.0% | -30.8% | -31.2% |
| 30D | -43.9% | +19.7% | -63.5% | -56.2% |
| 3M | +2.9% | +7.2% | -4.3% | -7.1% |
| 6M | -75.5% | +1.0% | -76.5% | -75.5% |
| YTD | -76.7% | +29.1% | -105.8% | -83.4% |
| 1Y | -88.9% | +28.5% | -117.4% | -92.0% |
| All | -92.4% | +53.2% | -145.7% | -96.2% |
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 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