-89.5%
MSTU vs GGLL
-19.1%
-70.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.9% |
| 7D | -21.7% | +5.1% | -26.8% | -23.5% |
| 30D | -42.8% | -35.5% | -7.3% | -27.2% |
| 3M | +21.4% | -39.2% | +60.6% | +59.5% |
| 6M | -74.1% | -54.4% | -19.7% | -61.4% |
| YTD | -72.4% | -29.8% | -42.5% | -69.1% |
| All | -89.5% | -19.1% | -70.4% | -88.6% |
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 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