+543.6%
GH vs MSTU
-85.2%
+628.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.5% |
| 7D | -0.1% | +21.3% | -21.4% | -2.3% |
| 30D | -1.1% | +90.8% | -91.9% | -7.8% |
| 3M | +21.3% | -6.8% | +28.1% | +18.2% |
| 6M | +73.5% | -39.8% | +113.3% | +72.6% |
| YTD | +58.0% | -55.7% | +113.7% | +56.4% |
| 1Y | +163.1% | -92.7% | +255.7% | +205.5% |
| All | +543.6% | -85.2% | +628.8% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling