-92.0%
MSTU vs DG
+65.2%
-157.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.1% | -10.9% | -12.4% |
| 7D | -23.0% | -2.5% | -20.5% | -22.5% |
| 30D | -47.7% | +7.7% | -55.4% | -48.7% |
| 3M | +12.5% | +13.1% | -0.6% | +9.5% |
| 6M | -76.1% | +32.0% | -108.1% | -77.4% |
| YTD | -75.5% | +3.3% | -78.8% | -75.6% |
| 1Y | -90.1% | +31.7% | -121.7% | -89.9% |
| All | -92.0% | +65.2% | -157.2% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling