-17.9%
GPN vs MSTU
-86.5%
+68.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.6% | +5.3% | -2.8% |
| 7D | -0.7% | +16.1% | -16.9% | -2.0% |
| 30D | +3.8% | +68.7% | -64.8% | -0.6% |
| 3M | +39.2% | -11.0% | +50.2% | +37.2% |
| 6M | +17.9% | -33.4% | +51.3% | +16.8% |
| YTD | +16.4% | -59.5% | +75.9% | +16.5% |
| 1Y | +3.6% | -93.4% | +97.0% | +16.1% |
| All | -17.9% | -86.5% | +68.6% | -21.3% |
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