-88.4%
MSTU vs GSK
+21.6%
-110.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.0% | -5.7% | -7.1% |
| 7D | -22.0% | -5.4% | -16.6% | -23.3% |
| 30D | +60.3% | -4.6% | +64.9% | +58.1% |
| 3M | -3.7% | -5.1% | +1.4% | -5.1% |
| 6M | -45.2% | -11.4% | -33.8% | -47.3% |
| YTD | -64.3% | +0.7% | -65.0% | -62.8% |
| 1Y | -94.0% | +23.0% | -117.0% | -93.1% |
| All | -88.4% | +21.6% | -110.0% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 10y: compounded portfolio wealth divided by compounded GSK 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…
10y analysis · Full analysis span regression · 6 months rolling