+60.5%
GLDM vs MSTU
-89.4%
+149.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -18.3% | +19.1% | +1.3% |
| 7D | +1.9% | -18.2% | +20.1% | +2.3% |
| 30D | -1.7% | -42.7% | +41.0% | -0.5% |
| 3M | -3.5% | +37.0% | -40.5% | -4.9% |
| 6M | -10.1% | -70.1% | +60.0% | -9.5% |
| YTD | -5.0% | -68.2% | +63.1% | -5.4% |
| 1Y | +2.8% | -90.1% | +92.8% | +3.2% |
| All | +60.5% | -89.4% | +149.8% | +59.4% |
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