-2.1%
GLDM vs MSTU
-91.0%
+88.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.6% | -2.2% |
| 7D | +2.9% | -21.7% | +24.6% | +4.1% |
| 30D | -3.9% | -42.8% | +38.9% | -1.5% |
| 3M | -8.1% | +21.4% | -29.6% | -10.6% |
| 6M | -14.7% | -74.1% | +59.4% | -12.5% |
| YTD | -6.6% | -72.4% | +65.8% | -7.5% |
| 1Y | -2.1% | -90.1% | +88.0% | -0.6% |
| All | -2.1% | -91.0% | +88.9% | -0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling