-88.4%
MSTU vs DLTR
+61.8%
-150.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -22.0% | -9.4% | -12.6% | -19.0% |
| 30D | +60.3% | -7.3% | +67.6% | +63.8% |
| 3M | -3.7% | +7.6% | -11.3% | -8.0% |
| 6M | -45.2% | +1.6% | -46.8% | -46.3% |
| YTD | -64.3% | -3.5% | -60.8% | -64.2% |
| 1Y | -94.0% | +20.0% | -114.1% | -94.6% |
| All | -88.4% | +61.8% | -150.2% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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