+171.4%
GLW vs MSTU
-92.2%
+263.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.0% | +0.7% | -3.9% |
| 7D | +7.7% | -25.8% | +33.5% | +10.0% |
| 30D | -18.8% | -43.9% | +25.0% | -15.7% |
| 3M | -27.7% | +2.9% | -30.6% | -29.2% |
| 6M | -44.4% | -75.5% | +31.1% | -40.9% |
| YTD | +31.3% | -76.7% | +108.0% | +35.7% |
| 1Y | +40.0% | -88.9% | +129.0% | +50.2% |
| All | +171.4% | -92.2% | +263.6% | +180.7% |
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