-88.4%
MSTU vs GAP
+10.9%
-99.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.1% | -4.7% | -5.7% |
| 7D | -22.0% | -6.3% | -15.7% | -19.1% |
| 30D | +60.3% | -0.2% | +60.5% | +56.3% |
| 3M | -3.7% | 0.0% | -3.7% | -6.5% |
| 6M | -45.2% | -8.1% | -37.1% | -46.0% |
| YTD | -64.3% | -16.5% | -47.8% | -62.2% |
| 1Y | -94.0% | -10.5% | -83.6% | -94.1% |
| All | -88.4% | +10.9% | -99.3% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling