+177.1%
GH vs MSTU
-93.8%
+270.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.6% | -1.1% |
| 7D | -2.5% | -16.6% | +14.1% | -2.1% |
| 30D | -4.7% | +69.7% | -74.4% | -6.5% |
| 3M | +20.2% | -7.5% | +27.7% | +18.6% |
| 6M | +78.8% | -43.1% | +121.9% | +78.2% |
| YTD | +54.1% | -63.0% | +117.1% | +47.9% |
| 1Y | +177.1% | -93.8% | +270.9% | +121.4% |
| All | +177.1% | -93.8% | +270.9% | +121.4% |
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