+52.4%
GEV vs MSTU
-88.0%
+140.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +10.3% | -19.6% | -10.0% |
| 7D | -5.1% | -4.8% | -0.3% | -5.0% |
| 30D | -15.8% | -29.6% | +13.7% | -14.2% |
| 3M | -18.2% | +69.4% | -87.6% | -23.0% |
| 6M | -22.4% | -62.2% | +39.9% | -18.6% |
| YTD | +27.7% | -61.1% | +88.8% | +27.4% |
| 1Y | +52.4% | -87.2% | +139.5% | +62.6% |
| All | +52.4% | -88.0% | +140.3% | +62.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling