-49.6%
GIS vs MSTU
-91.8%
+42.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.9% | +10.9% | -2.2% |
| 7D | -8.1% | -23.0% | +14.9% | -8.4% |
| 30D | +5.3% | -47.7% | +53.0% | +4.4% |
| 3M | -10.5% | +12.5% | -23.0% | -10.0% |
| 6M | +1.8% | -76.1% | +77.9% | -0.1% |
| YTD | -22.9% | -75.5% | +52.6% | -23.6% |
| 1Y | -22.9% | -90.1% | +67.1% | -24.6% |
| All | -49.6% | -91.8% | +42.2% | -49.8% |
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