-76.1%
MSTU vs GLXY
-50.9%
-25.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.9% | -8.0% | -9.1% |
| 7D | -23.0% | +16.9% | -39.9% | -32.8% |
| 30D | -47.7% | -23.0% | -24.7% | -36.6% |
| 3M | +12.5% | -28.0% | +40.5% | +58.3% |
| 6M | -76.1% | -51.6% | -24.4% | -58.2% |
| All | -76.1% | -50.9% | -25.2% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 6mo: compounded portfolio wealth divided by compounded GLXY 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…
6mo analysis · Full analysis span regression · 6 months rolling