-18.7%
GPN vs MSTU
-88.1%
+69.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -6.8% | +8.6% | +2.2% |
| 7D | -3.5% | -22.0% | +18.5% | -2.1% |
| 30D | +3.1% | +60.3% | -57.2% | -1.0% |
| 3M | +42.3% | -3.7% | +46.0% | +39.5% |
| 6M | +20.9% | -45.2% | +66.1% | +21.2% |
| YTD | +15.2% | -64.3% | +79.5% | +16.2% |
| 1Y | +5.4% | -94.0% | +99.5% | +18.8% |
| All | -18.7% | -88.1% | +69.4% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling