-93.7%
MSTU vs DRI
+3.0%
-96.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.6% | -3.8% | -5.9% |
| 7D | +12.9% | -4.8% | +17.7% | +11.3% |
| 30D | +68.3% | -3.9% | +72.3% | +67.0% |
| 3M | +0.4% | +5.1% | -4.7% | -0.6% |
| 6M | -41.5% | +5.5% | -47.0% | -42.4% |
| YTD | -61.7% | +16.5% | -78.2% | -62.2% |
| 1Y | -93.7% | +2.0% | -95.7% | -93.9% |
| All | -93.7% | +3.0% | -96.7% | -93.9% |
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