-92.7%
MSTU vs DKS
-32.3%
-60.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.0% |
| 7D | +21.3% | +3.0% | +18.3% | +20.6% |
| 30D | +90.8% | -30.5% | +121.4% | +112.0% |
| 3M | -6.8% | -35.7% | +28.9% | +7.1% |
| 6M | -39.8% | -29.7% | -10.1% | -36.5% |
| YTD | -55.7% | -28.9% | -26.8% | -53.6% |
| 1Y | -92.7% | -35.9% | -56.8% | -91.4% |
| All | -92.7% | -32.3% | -60.4% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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