-92.7%
MSTU vs DGX
+33.7%
-126.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.8% |
| 7D | +21.3% | -2.3% | +23.6% | +19.5% |
| 30D | +90.8% | +0.6% | +90.3% | +90.8% |
| 3M | -6.8% | +21.4% | -28.2% | +11.4% |
| 6M | -39.8% | +14.7% | -54.5% | -31.7% |
| YTD | -55.7% | +38.4% | -94.1% | -42.7% |
| 1Y | -92.7% | +34.0% | -126.6% | -90.6% |
| All | -92.7% | +33.7% | -126.3% | -90.6% |
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