-90.3%
MSTU vs DRI
+51.8%
-142.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.5% | -6.6% | -5.7% |
| 7D | -9.3% | +3.1% | -12.4% | -10.4% |
| 30D | -38.3% | +16.2% | -54.5% | -42.3% |
| 3M | +24.0% | +8.4% | +15.7% | +19.1% |
| 6M | -72.1% | +19.0% | -91.1% | -74.9% |
| YTD | -70.2% | +28.8% | -99.0% | -75.1% |
| 1Y | -89.6% | +33.1% | -122.7% | -91.6% |
| All | -90.3% | +51.8% | -142.1% | -92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling