-87.2%
MSTU vs DGX
+45.0%
-132.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +3.5% | +6.8% | +11.9% |
| 7D | -4.8% | +4.1% | -8.9% | -3.1% |
| 30D | -29.6% | +10.5% | -40.1% | -26.0% |
| 3M | +69.4% | +9.8% | +59.6% | +76.7% |
| 6M | -62.2% | +34.6% | -96.8% | -52.6% |
| YTD | -61.1% | +49.8% | -110.9% | -49.2% |
| 1Y | -87.2% | +46.0% | -133.2% | -84.0% |
| All | -87.2% | +45.0% | -132.1% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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