-92.4%
MSTU vs DOCU
+45.9%
-138.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.6% |
| 7D | -25.8% | +4.1% | -29.9% | -28.1% |
| 30D | -43.9% | +7.4% | -51.2% | -46.5% |
| 3M | +2.9% | +26.0% | -23.1% | -13.9% |
| 6M | -75.5% | +79.2% | -154.7% | -85.1% |
| YTD | -76.7% | +18.1% | -94.8% | -80.3% |
| 1Y | -88.9% | +20.5% | -109.5% | -90.7% |
| All | -92.4% | +45.9% | -138.4% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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