+94.6%
GS vs MSTU
-90.1%
+184.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -5.1% | +9.7% | +5.1% |
| 7D | +0.8% | -9.3% | +10.1% | +1.5% |
| 30D | +1.2% | -38.3% | +39.5% | +4.4% |
| 3M | -12.4% | +24.0% | -36.4% | -16.1% |
| 6M | -2.3% | -72.1% | +69.7% | +2.8% |
| YTD | +4.6% | -70.2% | +74.8% | +5.6% |
| 1Y | +17.5% | -89.6% | +107.1% | +27.7% |
| All | +94.6% | -90.1% | +184.6% | +81.3% |
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 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