-85.6%
MSTU vs DECK
-46.5%
-39.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.7% | -4.5% |
| 7D | +21.3% | -2.2% | +23.6% | +24.2% |
| 30D | +90.8% | -13.6% | +104.4% | +115.3% |
| 3M | -6.8% | -21.2% | +14.5% | +13.6% |
| 6M | -39.8% | -21.1% | -18.7% | -26.9% |
| YTD | -55.7% | -17.2% | -38.5% | -48.6% |
| 1Y | -92.7% | -30.7% | -61.9% | -90.0% |
| All | -85.6% | -46.5% | -39.0% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling