+85.9%
GS vs MSTU
-89.5%
+175.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -3.2% | -4.3% | +1.1% | -2.9% |
| 30D | -2.4% | -34.6% | +32.2% | +0.3% |
| 3M | -15.7% | +39.0% | -54.8% | -20.0% |
| 6M | -6.8% | -70.5% | +63.7% | -2.3% |
| YTD | -0.1% | -68.6% | +68.6% | +0.5% |
| 1Y | +12.1% | -88.6% | +100.7% | +21.0% |
| All | +85.9% | -89.5% | +175.4% | +72.6% |
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