-89.6%
MSTU vs DOC
+5.0%
-94.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -0.2% | -18.0% | -18.1% |
| 7D | -18.2% | +6.2% | -24.4% | -21.4% |
| 30D | -42.7% | +6.5% | -49.2% | -45.3% |
| 3M | +37.0% | -6.2% | +43.3% | +43.8% |
| 6M | -70.1% | +25.6% | -95.7% | -75.4% |
| YTD | -68.2% | +32.1% | -100.3% | -74.0% |
| 1Y | -90.1% | +20.3% | -110.3% | -91.4% |
| All | -89.6% | +5.0% | -94.6% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling