-87.2%
MSTU vs GFI
+6.9%
-94.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.3% | +4.0% | +4.9% |
| 7D | -4.8% | +1.4% | -6.3% | -5.4% |
| 30D | -29.6% | +3.0% | -32.5% | -30.5% |
| 3M | +69.4% | +10.2% | +59.2% | +64.1% |
| 6M | -62.2% | -10.1% | -52.2% | -57.4% |
| YTD | -61.1% | -11.4% | -49.7% | -57.1% |
| 1Y | -87.2% | +8.4% | -95.6% | -88.1% |
| All | -87.2% | +6.9% | -94.1% | -88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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