-88.4%
MSTU vs DG
+50.2%
-138.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -6.5% |
| 7D | -22.0% | -6.3% | -15.7% | -20.7% |
| 30D | +60.3% | +2.4% | +57.9% | +59.9% |
| 3M | -3.7% | +12.4% | -16.1% | -6.0% |
| 6M | -45.2% | -14.9% | -30.3% | -44.7% |
| YTD | -64.3% | -6.1% | -58.3% | -63.6% |
| 1Y | -94.0% | +17.9% | -111.9% | -93.8% |
| All | -88.4% | +50.2% | -138.6% | -81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling