-41.2%
MSTU vs GNRC
-10.2%
-30.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.0% | -3.5% | -5.0% |
| 7D | +12.9% | +3.2% | +9.7% | +12.2% |
| 30D | +68.3% | -9.5% | +77.9% | +70.6% |
| 3M | +0.4% | -28.5% | +28.9% | +2.6% |
| All | -41.2% | -10.2% | -30.9% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling