+266.2%
GLW vs MSTU
-85.2%
+351.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.2% | +8.8% | +5.9% |
| 7D | +3.8% | +21.3% | -17.6% | +2.0% |
| 30D | -1.3% | +90.8% | -92.2% | -6.7% |
| 3M | -21.8% | -6.8% | -15.0% | -23.2% |
| 6M | +6.9% | -39.8% | +46.7% | +7.0% |
| YTD | +77.2% | -55.7% | +132.8% | +76.6% |
| 1Y | +123.2% | -92.7% | +215.9% | +143.0% |
| All | +266.2% | -85.2% | +351.4% | +265.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling