+9.8%
GFS vs MSTU
-90.6%
+100.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.3% |
| 7D | +6.2% | -27.7% | +33.9% | +9.2% |
| 30D | -11.4% | -40.3% | +28.9% | -7.8% |
| 3M | -15.5% | +26.4% | -41.9% | -19.4% |
| 6M | -42.6% | -75.7% | +33.1% | -38.0% |
| YTD | +23.2% | -71.9% | +95.1% | +26.2% |
| 1Y | +23.6% | -89.3% | +112.9% | +36.6% |
| All | +9.8% | -90.6% | +100.4% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling