-87.5%
MSTU vs DOV
+3.9%
-91.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -2.4% |
| 7D | +12.9% | +1.3% | +11.6% | +10.6% |
| 30D | +68.3% | -8.6% | +77.0% | +97.8% |
| 3M | +0.4% | -13.1% | +13.5% | +24.4% |
| 6M | -41.5% | -8.8% | -32.7% | -36.7% |
| YTD | -61.7% | -1.2% | -60.5% | -64.9% |
| 1Y | -93.7% | +10.7% | -104.4% | -95.8% |
| All | -87.5% | +3.9% | -91.4% | -90.7% |
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 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