+37.1%
GFS vs MSTU
-93.3%
+130.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.4% | +0.5% |
| 7D | +2.6% | +16.1% | -13.5% | +0.8% |
| 30D | -16.4% | +68.7% | -85.0% | -21.5% |
| 3M | -41.6% | -11.0% | -30.6% | -42.0% |
| 6M | -3.7% | -33.4% | +29.7% | -2.7% |
| YTD | +29.3% | -59.5% | +88.8% | +31.9% |
| 1Y | +37.1% | -93.4% | +130.5% | +81.2% |
| All | +37.1% | -93.3% | +130.4% | +81.2% |
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