-88.0%
MSTU vs GNRC
+30.0%
-118.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.6% | +1.1% |
| 7D | -16.6% | -0.2% | -16.4% | -16.4% |
| 30D | +69.7% | -15.7% | +85.4% | +94.8% |
| 3M | -7.5% | -27.3% | +19.9% | +13.0% |
| 6M | -43.1% | -12.1% | -31.1% | -46.2% |
| YTD | -63.0% | +37.1% | -100.2% | -79.9% |
| 1Y | -93.8% | -0.5% | -93.3% | -95.1% |
| All | -88.0% | +30.0% | -118.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling