-94.0%
MSTU vs DKS
-40.0%
-54.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.2% | -6.6% | -6.7% |
| 7D | -22.0% | -4.7% | -17.3% | -20.8% |
| 30D | +60.3% | -35.1% | +95.4% | +84.5% |
| 3M | -3.7% | -37.7% | +34.0% | +11.6% |
| 6M | -45.2% | -30.7% | -14.4% | -43.0% |
| YTD | -64.3% | -31.9% | -32.4% | -62.2% |
| All | -94.0% | -40.0% | -54.0% | -92.8% |
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