-94.0%
MSTU vs DG
+20.1%
-114.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.3% | -5.5% | -5.9% |
| 7D | -22.0% | -6.3% | -15.7% | -18.4% |
| 30D | +60.3% | +2.4% | +57.9% | +58.6% |
| 3M | -3.7% | +12.4% | -16.1% | -11.6% |
| 6M | -45.2% | -14.9% | -30.3% | -39.4% |
| YTD | -64.3% | -6.1% | -58.3% | -61.4% |
| 1Y | -94.0% | +17.9% | -111.9% | -94.2% |
| All | -94.0% | +20.1% | -114.1% | -94.2% |
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