+541.9%
GH vs MSTU
-86.5%
+628.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.6% | +8.4% | +0.5% |
| 7D | -2.1% | +16.1% | -18.2% | -3.8% |
| 30D | -4.5% | +68.7% | -73.1% | -10.1% |
| 3M | +28.9% | -11.0% | +39.9% | +26.0% |
| 6M | +76.5% | -33.4% | +109.9% | +73.8% |
| YTD | +57.6% | -59.5% | +117.1% | +57.1% |
| 1Y | +167.5% | -93.4% | +260.9% | +213.5% |
| All | +541.9% | -86.5% | +628.3% | +507.1% |
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