-85.6%
MSTU vs DOV
+4.6%
-90.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -4.9% |
| 7D | +21.3% | -2.7% | +24.0% | +27.8% |
| 30D | +90.8% | -8.1% | +98.9% | +122.0% |
| 3M | -6.8% | -9.4% | +2.6% | +5.1% |
| 6M | -39.8% | -12.6% | -27.2% | -27.5% |
| YTD | -55.7% | -0.5% | -55.2% | -59.9% |
| 1Y | -92.7% | +9.2% | -101.9% | -94.9% |
| All | -85.6% | +4.6% | -90.2% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling