-93.8%
MSTU vs GNRC
+0.9%
-94.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +2.0% |
| 7D | -16.6% | -0.2% | -16.4% | -16.5% |
| 30D | +69.7% | -15.7% | +85.4% | +84.8% |
| 3M | -7.5% | -27.3% | +19.9% | +4.3% |
| 6M | -43.1% | -12.1% | -31.1% | -46.2% |
| YTD | -63.0% | +37.1% | -100.2% | -76.4% |
| 1Y | -93.8% | -0.5% | -93.3% | -94.8% |
| All | -93.8% | +0.9% | -94.7% | -94.8% |
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