+123.0%
GS vs MSTU
-85.2%
+208.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.2% | +0.3% |
| 7D | +0.9% | +21.3% | -20.4% | -1.0% |
| 30D | -1.6% | +90.8% | -92.4% | -7.6% |
| 3M | -4.5% | -6.8% | +2.3% | -6.5% |
| 6M | +20.9% | -39.8% | +60.7% | +20.3% |
| YTD | +19.9% | -55.7% | +75.6% | +18.9% |
| 1Y | +41.4% | -92.7% | +134.1% | +58.8% |
| All | +123.0% | -85.2% | +208.2% | +104.3% |
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 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