-86.8%
MSTU vs GSK
+22.7%
-109.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -2.7% | -5.9% | -9.4% |
| 7D | +16.1% | -4.2% | +20.3% | +14.6% |
| 30D | +68.7% | -7.5% | +76.2% | +64.7% |
| 3M | -11.0% | -3.3% | -7.7% | -11.6% |
| 6M | -33.4% | -9.3% | -24.0% | -35.3% |
| YTD | -59.5% | +1.6% | -61.1% | -57.7% |
| 1Y | -93.4% | +25.5% | -118.8% | -92.2% |
| All | -86.8% | +22.7% | -109.5% | -83.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling