+40.6%
GLW vs MSTU
-88.0%
+128.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +10.3% | -16.2% | -6.7% |
| 7D | -9.5% | -4.8% | -4.6% | -9.2% |
| 30D | -25.5% | -29.6% | +4.1% | -23.6% |
| 3M | -25.6% | +69.4% | -95.0% | -30.9% |
| 6M | -25.5% | -62.2% | +36.8% | -20.8% |
| YTD | +36.4% | -61.1% | +97.4% | +35.4% |
| 1Y | +40.6% | -87.2% | +127.8% | +52.9% |
| All | +40.6% | -88.0% | +128.6% | +52.9% |
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 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