-90.3%
MSTU vs DOC
+7.6%
-97.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.8% | -6.9% | -6.3% |
| 7D | -9.3% | +5.9% | -15.1% | -12.7% |
| 30D | -38.3% | +10.3% | -48.6% | -42.6% |
| 3M | +24.0% | -2.2% | +26.2% | +26.4% |
| 6M | -72.1% | +8.2% | -80.3% | -73.6% |
| YTD | -70.2% | +35.4% | -105.6% | -76.1% |
| 1Y | -89.6% | +23.6% | -113.2% | -91.2% |
| All | -90.3% | +7.6% | -97.9% | -92.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling