+12.5%
MSTU vs DG
+12.0%
+0.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.9% | -11.9% |
| 7D | -23.0% | -2.5% | -20.5% | -21.9% |
| 30D | -47.7% | +7.7% | -55.4% | -49.8% |
| 3M | +12.5% | +13.1% | -0.6% | +3.1% |
| All | +12.5% | +12.0% | +0.5% | +3.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling