-92.4%
MSTU vs DG
+64.6%
-157.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.3% | -4.7% | -4.9% |
| 7D | -25.8% | +0.3% | -26.1% | -25.8% |
| 30D | -43.9% | +3.2% | -47.1% | -44.3% |
| 3M | +2.9% | +10.4% | -7.5% | +0.6% |
| 6M | -75.5% | +33.2% | -108.7% | -76.9% |
| YTD | -76.7% | +3.0% | -79.7% | -76.8% |
| 1Y | -88.9% | +31.2% | -120.2% | -88.7% |
| All | -92.4% | +64.6% | -157.1% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling