-75.5%
MSTU vs DOV
-2.9%
-72.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | -25.8% | +3.0% | -28.8% | -26.7% |
| 30D | -43.9% | +8.6% | -52.5% | -44.3% |
| 3M | +2.9% | +1.9% | +1.0% | +1.7% |
| 6M | -75.5% | -1.7% | -73.8% | -77.4% |
| All | -75.5% | -2.9% | -72.6% | -77.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling