+55.1%
MSTU vs SKDD
-64.7%
+119.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.8% | +5.4% | +3.3% |
| 7D | -16.6% | -16.1% | -0.4% | -19.0% |
| 30D | +69.7% | -41.7% | +111.4% | +56.7% |
| All | +55.1% | -64.7% | +119.8% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling