-89.6%
MSTU vs DECK
-45.3%
-44.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -1.5% | -16.7% | -16.9% |
| 7D | -18.2% | +6.0% | -24.2% | -22.0% |
| 30D | -42.7% | +7.4% | -50.2% | -46.1% |
| 3M | +37.0% | -11.7% | +48.7% | +53.2% |
| 6M | -70.1% | -11.0% | -59.1% | -67.5% |
| YTD | -68.2% | -15.4% | -52.8% | -63.4% |
| 1Y | -90.1% | +7.2% | -97.3% | -91.1% |
| All | -89.6% | -45.3% | -44.3% | -82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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