-20.1%
GPN vs MSTU
-87.2%
+67.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -2.4% |
| 7D | -6.2% | +12.9% | -19.1% | -7.3% |
| 30D | +1.0% | +68.3% | -67.3% | -3.2% |
| 3M | +36.9% | +0.4% | +36.5% | +34.0% |
| 6M | +16.8% | -41.5% | +58.3% | +16.7% |
| YTD | +13.2% | -61.7% | +74.9% | +13.7% |
| 1Y | +1.4% | -93.7% | +95.1% | +13.9% |
| All | -20.1% | -87.2% | +67.1% | -23.1% |
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 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