-92.7%
MSTU vs DOV
+11.5%
-104.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -4.0% |
| 7D | +21.3% | -2.7% | +24.0% | +24.3% |
| 30D | +90.8% | -8.1% | +98.9% | +105.4% |
| 3M | -6.8% | -9.4% | +2.6% | -1.8% |
| 6M | -39.8% | -12.6% | -27.2% | -34.1% |
| YTD | -55.7% | -0.5% | -55.2% | -56.2% |
| 1Y | -92.7% | +9.2% | -101.9% | -92.7% |
| All | -92.7% | +11.5% | -104.2% | -92.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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