-92.7%
MSTU vs GNRC
+6.8%
-99.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.5% | -4.4% |
| 7D | +21.3% | +1.9% | +19.4% | +20.4% |
| 30D | +90.8% | -13.8% | +104.6% | +105.0% |
| 3M | -6.8% | -32.6% | +25.9% | +11.4% |
| 6M | -39.8% | -15.2% | -24.6% | -41.1% |
| YTD | -55.7% | +37.4% | -93.1% | -71.7% |
| 1Y | -92.7% | +5.1% | -97.8% | -93.8% |
| All | -92.7% | +6.8% | -99.4% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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