-88.0%
MSTU vs DKS
-34.1%
-53.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +2.7% |
| 7D | -16.6% | -3.0% | -13.6% | -14.8% |
| 30D | +69.7% | -33.4% | +103.1% | +110.6% |
| 3M | -7.5% | -39.4% | +31.9% | +22.8% |
| 6M | -43.1% | -30.1% | -13.0% | -35.1% |
| YTD | -63.0% | -31.0% | -32.1% | -57.3% |
| 1Y | -93.8% | -40.2% | -53.6% | -91.6% |
| All | -88.0% | -34.1% | -53.9% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling