-88.4%
MSTU vs GFI
+227.0%
-315.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.9% | -3.9% | -5.3% |
| 7D | -22.0% | -5.1% | -16.9% | -19.8% |
| 30D | +60.3% | +13.4% | +46.9% | +55.3% |
| 3M | -3.7% | +36.2% | -40.0% | -12.5% |
| 6M | -45.2% | -9.8% | -35.4% | -43.4% |
| YTD | -64.3% | +7.7% | -72.0% | -63.9% |
| 1Y | -94.0% | +27.2% | -121.2% | -94.1% |
| All | -88.4% | +227.0% | -315.4% | -89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling