-85.6%
MSTU vs DOCU
+23.6%
-109.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.7% | -6.9% | -6.1% |
| 7D | +21.3% | +6.9% | +14.4% | +15.5% |
| 30D | +90.8% | +19.0% | +71.8% | +68.3% |
| 3M | -6.8% | +34.3% | -41.1% | -27.0% |
| 6M | -39.8% | +48.0% | -87.8% | -58.7% |
| YTD | -55.7% | 0.0% | -55.7% | -56.9% |
| 1Y | -92.7% | -10.3% | -82.4% | -92.1% |
| All | -85.6% | +23.6% | -109.2% | -84.9% |
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 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