-86.8%
MSTU vs GGLL
+205.0%
-291.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -0.1% | -8.6% | -8.6% |
| 7D | +16.1% | +1.9% | +14.3% | +15.1% |
| 30D | +68.7% | -9.7% | +78.4% | +82.2% |
| 3M | -11.0% | -18.0% | +7.0% | +0.9% |
| 6M | -33.4% | +15.3% | -48.6% | -46.1% |
| YTD | -59.5% | +2.2% | -61.7% | -64.0% |
| 1Y | -93.4% | +73.1% | -166.4% | -96.9% |
| All | -86.8% | +205.0% | -291.9% | -96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling