+71.8%
GH vs MSTU
-88.0%
+159.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +10.3% | -14.0% | -4.1% |
| 7D | -7.7% | -4.8% | -2.8% | -7.5% |
| 30D | -10.0% | -29.6% | +19.6% | -8.9% |
| 3M | +5.5% | +69.4% | -63.9% | +0.9% |
| 6M | +84.9% | -62.2% | +147.2% | +88.2% |
| YTD | +65.0% | -61.1% | +126.1% | +57.9% |
| 1Y | +71.8% | -87.2% | +158.9% | +63.9% |
| All | +71.8% | -88.0% | +159.7% | +63.9% |
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 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