-38.2%
MSTU vs DTE
-7.3%
-30.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.9% | -9.5% | -7.5% |
| 7D | +16.1% | +0.9% | +15.3% | +17.3% |
| 30D | +68.7% | -1.9% | +70.5% | +65.7% |
| 3M | -11.0% | -3.3% | -7.7% | -14.3% |
| All | -38.2% | -7.3% | -30.8% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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