-88.4%
MSTU vs DOV
+1.7%
-90.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -3.0% |
| 7D | -22.0% | -1.9% | -20.1% | -19.2% |
| 30D | +60.3% | -9.9% | +70.2% | +93.3% |
| 3M | -3.7% | -12.1% | +8.4% | +16.3% |
| 6M | -45.2% | -10.4% | -34.8% | -38.7% |
| YTD | -64.3% | -3.3% | -61.0% | -65.9% |
| 1Y | -94.0% | +7.8% | -101.8% | -95.8% |
| All | -88.4% | +1.7% | -90.0% | -90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling