-87.5%
MSTU vs DGX
+57.4%
-144.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +12.9% | -2.2% | +15.1% | +12.4% |
| 30D | +68.3% | -0.9% | +69.3% | +67.8% |
| 3M | +0.4% | +15.6% | -15.2% | +5.4% |
| 6M | -41.5% | +17.8% | -59.3% | -38.2% |
| YTD | -61.7% | +37.5% | -99.2% | -59.9% |
| 1Y | -93.7% | +31.2% | -124.8% | -93.4% |
| All | -87.5% | +57.4% | -144.9% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling