-95.9%
MSTU vs GLXY
+12.0%
-107.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.5% | -2.5% |
| 7D | +21.3% | +13.4% | +7.9% | +10.1% |
| 30D | +90.8% | +38.1% | +52.7% | +47.3% |
| 3M | -6.8% | -7.3% | +0.6% | -4.3% |
| 6M | -39.8% | +8.2% | -48.0% | -45.3% |
| YTD | -55.7% | +17.8% | -73.4% | -61.7% |
| 1Y | -92.7% | +14.9% | -107.6% | -93.0% |
| All | -95.9% | +12.0% | -107.9% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling