-89.8%
MSTU vs DECK
-46.0%
-43.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.3% |
| 7D | -4.3% | +5.8% | -10.0% | -8.7% |
| 30D | -34.6% | +7.9% | -42.5% | -38.7% |
| 3M | +39.0% | -11.4% | +50.4% | +55.0% |
| 6M | -70.5% | -16.6% | -53.9% | -65.8% |
| YTD | -68.6% | -16.4% | -52.3% | -63.6% |
| 1Y | -88.6% | +8.6% | -97.3% | -90.0% |
| All | -89.8% | -46.0% | -43.8% | -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