-85.6%
MSTU vs GPC
+6.0%
-91.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.3% | -3.8% |
| 7D | +21.3% | +1.2% | +20.1% | +20.4% |
| 30D | +90.8% | +6.0% | +84.8% | +83.6% |
| 3M | -6.8% | +42.6% | -49.4% | -27.8% |
| 6M | -39.8% | +22.8% | -62.6% | -48.3% |
| YTD | -55.7% | +15.5% | -71.1% | -60.2% |
| 1Y | -92.7% | +2.0% | -94.7% | -92.7% |
| All | -85.6% | +6.0% | -91.5% | -89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling