-1.0%
GFS vs MSTU
-89.5%
+88.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.3% |
| 7D | -7.8% | -4.3% | -3.6% | -7.6% |
| 30D | -19.7% | -34.6% | +14.9% | -17.1% |
| 3M | -23.1% | +39.0% | -62.2% | -27.3% |
| 6M | -46.4% | -70.5% | +24.1% | -43.0% |
| YTD | +11.0% | -68.6% | +79.7% | +12.7% |
| 1Y | +12.6% | -88.6% | +101.3% | +23.9% |
| All | -1.0% | -89.5% | +88.5% | -11.5% |
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