-87.2%
MSTU vs GGLL
-11.6%
-75.5%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +6.5% | +3.8% | +6.7% |
| 7D | -4.8% | -23.1% | +18.3% | +7.3% |
| 30D | -29.6% | -32.9% | +3.3% | -13.4% |
| 3M | +69.4% | -44.9% | +114.3% | +131.0% |
| 6M | -62.2% | -49.5% | -12.7% | -47.7% |
| YTD | -61.1% | -28.9% | -32.2% | -56.6% |
| 1Y | -87.2% | -12.2% | -75.0% | -86.9% |
| All | -87.2% | -11.6% | -75.5% | -86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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