+56.8%
GLD vs MSTU
-90.8%
+147.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.3% | +4.6% | -2.5% |
| 7D | +2.8% | -21.7% | +24.5% | +3.4% |
| 30D | -4.0% | -42.8% | +38.8% | -2.7% |
| 3M | -8.2% | +21.4% | -29.7% | -9.3% |
| 6M | -14.8% | -74.1% | +59.2% | -13.9% |
| YTD | -6.8% | -72.4% | +65.6% | -6.8% |
| 1Y | -2.4% | -90.1% | +87.7% | -1.7% |
| All | +56.8% | -90.8% | +147.6% | +56.1% |
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