-88.4%
MSTU vs GNRC
+26.3%
-114.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -2.6% | -4.2% | -4.7% |
| 7D | -22.0% | -0.7% | -21.3% | -21.6% |
| 30D | +60.3% | -15.8% | +76.1% | +83.8% |
| 3M | -3.7% | -24.0% | +20.3% | +12.1% |
| 6M | -45.2% | -13.8% | -31.4% | -47.4% |
| YTD | -64.3% | +33.2% | -97.5% | -80.1% |
| 1Y | -94.0% | -1.8% | -92.2% | -95.2% |
| All | -88.4% | +26.3% | -114.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling