+2.1%
GLDM vs MSTU
-90.0%
+92.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | -4.3% | +8.9% | +4.7% |
| 30D | -0.9% | -34.6% | +33.7% | +0.9% |
| 3M | -4.3% | +39.0% | -43.3% | -7.5% |
| 6M | -13.4% | -70.5% | +57.1% | -11.8% |
| YTD | -5.8% | -68.6% | +62.8% | -7.4% |
| 1Y | +2.1% | -88.6% | +90.7% | +3.1% |
| All | +2.1% | -90.0% | +92.0% | +3.1% |
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 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