-87.2%
MSTU vs DG
+45.3%
-132.4%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.5% | +1.8% | +5.5% |
| 7D | -4.8% | +12.3% | -17.1% | -11.3% |
| 30D | -29.6% | +19.3% | -48.9% | -37.7% |
| 3M | +69.4% | +11.9% | +57.5% | +57.0% |
| 6M | -62.2% | +25.0% | -87.2% | -68.1% |
| YTD | -61.1% | +8.7% | -69.8% | -61.9% |
| 1Y | -87.2% | +44.7% | -131.9% | -90.5% |
| All | -87.2% | +45.3% | -132.4% | -90.5% |
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