+517.1%
GH vs MSTU
-90.6%
+607.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.5% |
| 7D | -8.2% | -27.7% | +19.5% | -5.7% |
| 30D | -4.9% | -40.3% | +35.4% | -1.4% |
| 3M | -6.2% | +26.4% | -32.6% | -11.0% |
| 6M | +60.0% | -75.7% | +135.8% | +71.7% |
| YTD | +51.5% | -71.9% | +123.4% | +53.3% |
| 1Y | +58.4% | -89.3% | +147.7% | +74.7% |
| All | +517.1% | -90.6% | +607.7% | +492.5% |
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 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