-87.5%
MSTU vs DVA
+12.7%
-100.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.1% | -5.3% |
| 7D | +12.9% | +2.0% | +10.9% | +13.1% |
| 30D | +68.3% | -0.4% | +68.7% | +68.6% |
| 3M | +0.4% | -7.7% | +8.0% | +0.2% |
| 6M | -41.5% | +20.0% | -61.5% | -40.5% |
| YTD | -61.7% | +61.1% | -122.8% | -62.9% |
| 1Y | -93.7% | +33.9% | -127.5% | -93.2% |
| All | -87.5% | +12.7% | -100.3% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling