+17.7%
GFS vs MSTU
-88.0%
+105.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.3% | -16.3% | -6.8% |
| 7D | -12.5% | -4.8% | -7.7% | -12.2% |
| 30D | -16.9% | -29.6% | +12.6% | -15.0% |
| 3M | -22.3% | +69.4% | -91.6% | -27.7% |
| 6M | -40.2% | -62.2% | +22.0% | -36.3% |
| YTD | +16.0% | -61.1% | +77.0% | +16.3% |
| 1Y | +17.7% | -87.2% | +104.8% | +35.3% |
| All | +17.7% | -88.0% | +105.6% | +35.3% |
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