-86.8%
MSTU vs DG
+56.2%
-143.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.0% | -4.6% | -7.7% |
| 7D | +16.1% | -2.5% | +18.6% | +17.0% |
| 30D | +68.7% | +1.0% | +67.6% | +68.4% |
| 3M | -11.0% | +20.3% | -31.3% | -14.6% |
| 6M | -33.4% | -11.7% | -21.6% | -33.5% |
| YTD | -59.5% | -2.3% | -57.2% | -59.1% |
| 1Y | -93.4% | +20.0% | -113.4% | -93.2% |
| All | -86.8% | +56.2% | -143.0% | -79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling