-88.6%
MSTU vs DOCU
+10.1%
-98.7%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.4% |
| 7D | -4.3% | -5.5% | +1.3% | -0.8% |
| 30D | -34.6% | +12.6% | -47.2% | -38.8% |
| 3M | +39.0% | +36.4% | +2.6% | +16.6% |
| 6M | -70.5% | +66.8% | -137.3% | -78.5% |
| YTD | -68.6% | +13.5% | -82.1% | -71.9% |
| 1Y | -88.6% | +11.3% | -99.9% | -89.4% |
| All | -88.6% | +10.1% | -98.7% | -89.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling