-87.2%
MSTU vs DRI
+34.0%
-121.2%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.1% | +5.2% | +10.5% |
| 7D | -4.8% | +6.5% | -11.3% | -4.5% |
| 30D | -29.6% | +16.4% | -46.0% | -29.0% |
| 3M | +69.4% | +13.6% | +55.7% | +70.2% |
| 6M | -62.2% | +22.0% | -84.3% | -62.4% |
| YTD | -61.1% | +29.3% | -90.4% | -61.1% |
| 1Y | -87.2% | +32.0% | -119.2% | -87.3% |
| All | -87.2% | +34.0% | -121.2% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling