-90.3%
MSTU vs DOCU
+40.5%
-130.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.2% | -5.3% | -5.2% |
| 7D | -9.3% | -4.8% | -4.5% | -5.6% |
| 30D | -38.3% | +9.4% | -47.7% | -42.3% |
| 3M | +24.0% | +29.0% | -5.0% | +1.8% |
| 6M | -72.1% | +62.3% | -134.4% | -81.7% |
| YTD | -70.2% | +13.7% | -83.9% | -74.0% |
| 1Y | -89.6% | +11.5% | -101.2% | -90.6% |
| All | -90.3% | +40.5% | -130.8% | -90.9% |
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