-87.2%
MSTU vs GAP
+10.4%
-97.6%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +8.0% | +2.3% | +8.6% |
| 7D | -4.8% | +8.0% | -12.8% | -6.3% |
| 30D | -29.6% | +2.7% | -32.2% | -30.0% |
| 3M | +69.4% | +16.0% | +53.4% | +62.9% |
| 6M | -62.2% | +2.0% | -64.3% | -63.3% |
| YTD | -61.1% | -4.4% | -56.6% | -57.7% |
| 1Y | -87.2% | +9.2% | -96.3% | -86.5% |
| All | -87.2% | +10.4% | -97.6% | -86.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling