+504.9%
GH vs MSTU
-92.2%
+597.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.6% |
| 7D | +0.6% | -25.8% | +26.4% | +2.9% |
| 30D | -6.9% | -43.9% | +36.9% | -3.0% |
| 3M | -4.9% | +2.9% | -7.8% | -8.3% |
| 6M | +54.1% | -75.5% | +129.6% | +64.9% |
| YTD | +48.5% | -76.7% | +125.2% | +52.5% |
| 1Y | +61.2% | -88.9% | +150.1% | +76.4% |
| All | +504.9% | -92.2% | +597.1% | +489.4% |
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