+15.6%
GFS vs MSTU
-85.2%
+100.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +1.8% |
| 7D | +1.0% | +21.3% | -20.3% | -1.1% |
| 30D | -8.6% | +90.8% | -99.4% | -14.7% |
| 3M | -46.5% | -6.8% | -39.8% | -47.6% |
| 6M | -4.8% | -39.8% | +35.0% | -4.6% |
| YTD | +29.7% | -55.7% | +85.3% | +29.5% |
| 1Y | +35.8% | -92.7% | +128.5% | +56.0% |
| All | +15.6% | -85.2% | +100.8% | +1.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling