+96.8%
GS vs MSTU
-92.2%
+189.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.0% | +5.3% | +0.7% |
| 7D | +5.9% | -25.8% | +31.7% | +8.2% |
| 30D | +4.3% | -43.9% | +48.2% | +8.4% |
| 3M | -11.7% | +2.9% | -14.5% | -14.2% |
| 6M | -3.2% | -75.5% | +72.3% | +3.0% |
| YTD | +5.8% | -76.7% | +82.5% | +8.7% |
| 1Y | +16.0% | -88.9% | +105.0% | +25.4% |
| All | +96.8% | -92.2% | +189.0% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling