-89.6%
MSTU vs DOCU
+42.6%
-132.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -2.0% | -16.3% | -16.8% |
| 7D | -18.2% | -3.2% | -15.0% | -16.1% |
| 30D | -42.7% | +15.7% | -58.4% | -48.8% |
| 3M | +37.0% | +37.3% | -0.3% | +7.4% |
| 6M | -70.1% | +63.1% | -133.2% | -80.5% |
| YTD | -68.2% | +15.4% | -83.6% | -72.5% |
| 1Y | -90.1% | +11.3% | -101.4% | -91.0% |
| All | -89.6% | +42.6% | -132.2% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling