-93.7%
MSTU vs GPC
+0.6%
-94.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.8% |
| 7D | +12.9% | -0.6% | +13.5% | +13.3% |
| 30D | +68.3% | +1.3% | +67.0% | +66.9% |
| 3M | +0.4% | +37.1% | -36.7% | -13.4% |
| 6M | -41.5% | +23.2% | -64.7% | -47.0% |
| YTD | -61.7% | +13.1% | -74.8% | -62.9% |
| 1Y | -93.7% | +0.9% | -94.5% | -92.4% |
| All | -93.7% | +0.6% | -94.2% | -92.4% |
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