-89.8%
MSTU vs GGLL
+105.5%
-195.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.5% |
| 7D | -4.3% | +3.1% | -7.4% | -5.8% |
| 30D | -34.6% | -36.3% | +1.8% | -7.7% |
| 3M | +39.0% | -40.4% | +79.4% | +106.1% |
| 6M | -70.5% | -54.6% | -15.9% | -47.0% |
| YTD | -68.6% | -31.1% | -37.5% | -62.3% |
| 1Y | -88.6% | -19.2% | -69.5% | -88.9% |
| All | -89.8% | +105.5% | -195.3% | -96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling