-92.7%
MSTU vs DOC
+23.9%
-116.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -1.5% |
| 7D | +21.3% | -1.5% | +22.8% | +22.9% |
| 30D | +90.8% | -4.8% | +95.6% | +99.8% |
| 3M | -6.8% | +6.9% | -13.7% | -12.4% |
| 6M | -39.8% | +20.7% | -60.6% | -49.1% |
| YTD | -55.7% | +34.1% | -89.8% | -67.6% |
| 1Y | -92.7% | +22.6% | -115.3% | -94.0% |
| All | -92.7% | +23.9% | -116.5% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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