-92.4%
MSTU vs DOV
+13.9%
-106.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.4% |
| 7D | -25.8% | +3.0% | -28.8% | -29.9% |
| 30D | -43.9% | +8.6% | -52.5% | -51.3% |
| 3M | +2.9% | +1.9% | +1.0% | -0.3% |
| 6M | -75.5% | -1.7% | -73.8% | -76.4% |
| YTD | -76.7% | +8.3% | -85.1% | -81.9% |
| 1Y | -88.9% | +16.6% | -105.5% | -93.0% |
| All | -92.4% | +13.9% | -106.3% | -95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling