-92.7%
MSTU vs GFI
+45.3%
-137.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.0% |
| 7D | +21.3% | +3.1% | +18.2% | +20.1% |
| 30D | +90.8% | +27.1% | +63.7% | +68.7% |
| 3M | -6.8% | +21.2% | -27.9% | -15.1% |
| 6M | -39.8% | -4.5% | -35.3% | -39.0% |
| YTD | -55.7% | +11.7% | -67.4% | -57.0% |
| 1Y | -92.7% | +46.0% | -138.7% | -93.3% |
| All | -92.7% | +45.3% | -137.9% | -93.3% |
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