-4.6%
GS vs MSTU
-70.9%
+66.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -18.3% | +11.9% | -4.9% |
| 7D | -6.3% | -18.2% | +11.9% | -4.9% |
| 30D | -3.1% | -42.7% | +39.6% | +0.3% |
| 3M | -17.7% | +37.0% | -54.7% | -21.8% |
| 6M | -4.6% | -70.1% | +65.5% | +2.0% |
| All | -4.6% | -70.9% | +66.3% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling