-92.7%
MSTU vs DG
+23.4%
-116.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.6% | -4.1% |
| 7D | +21.3% | +8.4% | +12.9% | +14.9% |
| 30D | +90.8% | +4.9% | +85.9% | +84.8% |
| 3M | -6.8% | +29.3% | -36.1% | -22.4% |
| 6M | -39.8% | -11.3% | -28.6% | -35.6% |
| YTD | -55.7% | +1.8% | -57.4% | -54.7% |
| 1Y | -92.7% | +25.3% | -118.0% | -93.3% |
| All | -92.7% | +23.4% | -116.1% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling