+301.4%
GEV vs MSTU
-85.2%
+386.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.3% |
| 7D | +3.3% | +21.3% | -18.0% | +0.9% |
| 30D | -7.5% | +90.8% | -98.3% | -14.2% |
| 3M | -2.2% | -6.8% | +4.6% | -4.6% |
| 6M | +12.1% | -39.8% | +51.9% | +12.4% |
| YTD | +44.4% | -55.7% | +100.1% | +44.1% |
| 1Y | +57.7% | -92.7% | +150.3% | +84.7% |
| All | +301.4% | -85.2% | +386.6% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling