-39.8%
MSTU vs DOC
+21.8%
-61.6%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.3% |
| 7D | +21.3% | -1.5% | +22.8% | +22.2% |
| 30D | +90.8% | -4.8% | +95.6% | +94.6% |
| 3M | -6.8% | +6.9% | -13.7% | -8.2% |
| 6M | -39.8% | +20.7% | -60.6% | -38.3% |
| All | -39.8% | +21.8% | -61.6% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling