-86.8%
MSTU vs GPC
+2.9%
-89.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.9% | -5.7% | -6.8% |
| 7D | +16.1% | +0.2% | +15.9% | +16.2% |
| 30D | +68.7% | -0.4% | +69.0% | +68.8% |
| 3M | -11.0% | +39.2% | -50.2% | -29.9% |
| 6M | -33.4% | +18.2% | -51.6% | -41.2% |
| YTD | -59.5% | +12.1% | -71.6% | -62.9% |
| 1Y | -93.4% | -0.7% | -92.7% | -93.3% |
| All | -86.8% | +2.9% | -89.7% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling