-47.0%
GIS vs MSTU
-88.1%
+41.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.8% | +3.7% | -3.1% |
| 7D | -8.4% | -22.0% | +13.6% | -8.7% |
| 30D | -5.2% | +60.3% | -65.5% | -4.4% |
| 3M | +8.2% | -3.7% | +11.9% | +8.4% |
| 6M | -12.0% | -45.2% | +33.2% | -12.4% |
| YTD | -18.9% | -64.3% | +45.4% | -19.3% |
| 1Y | -23.6% | -94.0% | +70.4% | -26.0% |
| All | -47.0% | -88.1% | +41.1% | -46.9% |
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