-48.4%
GIS vs MSTU
-92.2%
+43.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.0% | +7.4% | +2.3% |
| 7D | -3.4% | -25.8% | +22.5% | -3.8% |
| 30D | +6.9% | -43.9% | +50.7% | +6.0% |
| 3M | -10.1% | +2.9% | -13.0% | -9.7% |
| 6M | +5.9% | -75.5% | +81.4% | +4.0% |
| YTD | -21.1% | -76.7% | +55.6% | -21.8% |
| 1Y | -22.5% | -88.9% | +66.5% | -24.1% |
| All | -48.4% | -92.2% | +43.8% | -48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling