-92.4%
MSTU vs DKS
-26.2%
-66.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +2.8% | -7.8% | -6.6% |
| 7D | -25.8% | +6.3% | -32.1% | -28.6% |
| 30D | -43.9% | +9.3% | -53.2% | -47.4% |
| 3M | +2.9% | -25.3% | +28.2% | +17.2% |
| 6M | -75.5% | -29.2% | -46.3% | -71.7% |
| YTD | -76.7% | -22.7% | -54.0% | -75.3% |
| 1Y | -88.9% | -30.1% | -58.8% | -87.0% |
| All | -92.4% | -26.2% | -66.2% | -90.7% |
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