-93.8%
MSTU vs GFI
+26.4%
-120.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.3% | +4.8% | +4.5% |
| 7D | -16.6% | -4.9% | -11.7% | -13.3% |
| 30D | +69.7% | +10.7% | +59.0% | +64.4% |
| 3M | -7.5% | +25.6% | -33.1% | -16.5% |
| 6M | -43.1% | -8.3% | -34.9% | -40.3% |
| YTD | -63.0% | +6.3% | -69.3% | -62.6% |
| 1Y | -93.8% | +22.1% | -115.9% | -94.4% |
| All | -93.8% | +26.4% | -120.2% | -94.4% |
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