+25.4%
GD vs MSTU
-91.8%
+117.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -12.9% | +11.8% | -0.9% |
| 7D | +1.9% | -23.0% | +24.9% | +2.3% |
| 30D | +9.2% | -47.7% | +56.9% | +10.1% |
| 3M | -7.5% | +12.5% | -20.0% | -8.4% |
| 6M | +5.8% | -76.1% | +81.8% | +7.3% |
| YTD | +9.8% | -75.5% | +85.3% | +10.1% |
| 1Y | +5.8% | -90.1% | +95.8% | +7.5% |
| All | +25.4% | -91.8% | +117.2% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU 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 10y: compounded portfolio wealth divided by compounded MSTU 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…
10y analysis · Full analysis span regression · 6 months rolling