+50.9%
GLD vs MSTU
-92.2%
+143.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.3% |
| 7D | -4.6% | -25.8% | +21.2% | -3.8% |
| 30D | -5.5% | -43.9% | +38.4% | -4.2% |
| 3M | -10.9% | +2.9% | -13.8% | -11.5% |
| 6M | -17.4% | -75.5% | +58.1% | -16.3% |
| YTD | -10.3% | -76.7% | +66.4% | -9.9% |
| 1Y | -7.2% | -88.9% | +81.8% | -6.2% |
| All | +50.9% | -92.2% | +143.2% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling