-92.4%
MSTU vs GAP
+12.6%
-105.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.8% | -4.2% | -4.5% |
| 7D | -25.8% | -1.9% | -23.9% | -25.0% |
| 30D | -43.9% | -7.1% | -36.8% | -41.2% |
| 3M | +2.9% | +4.1% | -1.2% | -1.6% |
| 6M | -75.5% | +1.9% | -77.4% | -77.3% |
| YTD | -76.7% | -15.2% | -61.5% | -75.4% |
| 1Y | -88.9% | -10.6% | -78.3% | -89.0% |
| All | -92.4% | +12.6% | -105.0% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling