-87.2%
MSTU vs DVA
+62.2%
-149.3%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.8% | +4.6% | +12.7% |
| 7D | -4.8% | +4.7% | -9.6% | -3.1% |
| 30D | -29.6% | +7.8% | -37.4% | -27.3% |
| 3M | +69.4% | -15.5% | +84.9% | +57.5% |
| 6M | -62.2% | +25.0% | -87.3% | -55.0% |
| YTD | -61.1% | +69.6% | -130.6% | -39.5% |
| 1Y | -87.2% | +60.6% | -147.8% | -80.3% |
| All | -87.2% | +62.2% | -149.3% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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