-92.7%
MSTU vs GPC
+0.2%
-92.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.3% |
| 7D | +21.3% | +0.4% | +20.9% | +21.1% |
| 30D | +90.8% | +5.1% | +85.7% | +86.2% |
| 3M | -6.8% | +41.5% | -48.3% | -20.9% |
| 6M | -39.8% | +21.8% | -61.6% | -45.2% |
| YTD | -55.7% | +14.6% | -70.2% | -57.1% |
| 1Y | -92.7% | +1.3% | -93.9% | -91.2% |
| All | -92.7% | +0.2% | -92.9% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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