+72.7%
GLD vs MSTU
-85.2%
+157.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.8% |
| 7D | -0.5% | +21.3% | -21.8% | -1.1% |
| 30D | +4.4% | +90.8% | -86.4% | +2.4% |
| 3M | -1.1% | -6.8% | +5.7% | -2.0% |
| 6M | -13.8% | -39.8% | +26.0% | -14.2% |
| YTD | +2.6% | -55.7% | +58.3% | +1.8% |
| 1Y | +24.5% | -92.7% | +117.2% | +25.0% |
| All | +72.7% | -85.2% | +157.9% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling