-92.7%
MSTU vs GAP
+1.5%
-94.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | +21.3% | -4.5% | +25.8% | +22.3% |
| 30D | +90.8% | +9.0% | +81.8% | +84.5% |
| 3M | -6.8% | +5.0% | -11.8% | -8.6% |
| 6M | -39.8% | -17.8% | -22.0% | -34.6% |
| YTD | -55.7% | -10.4% | -45.3% | -52.6% |
| 1Y | -92.7% | -3.4% | -89.3% | -93.4% |
| All | -92.7% | +1.5% | -94.2% | -93.4% |
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