-86.8%
MSTU vs DKS
-35.4%
-51.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -4.9% | -3.8% | -5.5% |
| 7D | +16.1% | -0.4% | +16.6% | +17.0% |
| 30D | +68.7% | -36.6% | +105.3% | +117.5% |
| 3M | -11.0% | -37.6% | +26.6% | +13.3% |
| 6M | -33.4% | -32.1% | -1.3% | -22.4% |
| YTD | -59.5% | -32.3% | -27.2% | -52.6% |
| 1Y | -93.4% | -39.5% | -53.9% | -91.3% |
| All | -86.8% | -35.4% | -51.4% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling