-15.4%
GPN vs MSTU
-92.2%
+76.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.0% | +9.2% | +4.5% |
| 7D | -5.6% | -25.8% | +20.2% | -4.1% |
| 30D | +13.6% | -43.9% | +57.5% | +16.5% |
| 3M | -2.8% | +2.9% | -5.7% | -5.6% |
| 6M | +38.1% | -75.5% | +113.6% | +44.5% |
| YTD | +19.9% | -76.7% | +96.6% | +22.1% |
| 1Y | +23.4% | -88.9% | +112.4% | +31.5% |
| All | -15.4% | -92.2% | +76.8% | -17.4% |
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