-87.5%
MSTU vs GAP
+13.3%
-100.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.9% | -3.0% |
| 7D | +12.9% | -3.2% | +16.1% | +15.1% |
| 30D | +68.3% | -0.7% | +69.0% | +64.7% |
| 3M | +0.4% | -0.5% | +0.8% | -2.1% |
| 6M | -41.5% | -5.0% | -36.5% | -43.6% |
| YTD | -61.7% | -14.7% | -47.0% | -59.9% |
| 1Y | -93.7% | -8.6% | -85.0% | -93.8% |
| All | -87.5% | +13.3% | -100.8% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling