+6.3%
GFS vs MSTU
-92.2%
+98.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.0% | +2.3% | -2.3% |
| 7D | +7.4% | -25.8% | +33.2% | +10.1% |
| 30D | -15.3% | -43.9% | +28.6% | -11.3% |
| 3M | -21.1% | +2.9% | -24.0% | -23.5% |
| 6M | -44.5% | -75.5% | +31.0% | -40.1% |
| YTD | +19.2% | -76.7% | +95.9% | +24.1% |
| 1Y | +27.2% | -88.9% | +116.2% | +40.2% |
| All | +6.3% | -92.2% | +98.5% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling