-88.4%
MSTU vs DVA
+11.7%
-100.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.9% | -5.9% | -6.9% |
| 7D | -22.0% | -0.2% | -21.8% | -22.0% |
| 30D | +60.3% | +1.7% | +58.6% | +60.7% |
| 3M | -3.7% | -8.7% | +5.0% | -4.0% |
| 6M | -45.2% | +19.7% | -64.8% | -44.3% |
| YTD | -64.3% | +59.6% | -123.9% | -65.4% |
| 1Y | -94.0% | +37.1% | -131.1% | -93.7% |
| All | -88.4% | +11.7% | -100.1% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling