+549.0%
GH vs MSTU
-87.2%
+636.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.6% | +1.6% |
| 7D | -0.2% | +12.9% | -13.1% | -1.7% |
| 30D | -2.6% | +68.3% | -71.0% | -8.4% |
| 3M | +25.1% | +0.4% | +24.7% | +21.2% |
| 6M | +78.5% | -41.5% | +120.0% | +77.8% |
| YTD | +59.4% | -61.7% | +121.1% | +59.6% |
| 1Y | +173.9% | -93.7% | +267.5% | +221.9% |
| All | +549.0% | -87.2% | +636.3% | +516.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling