-85.6%
MSTU vs GSK
+26.1%
-111.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.9% | -1.2% | -3.7% |
| 7D | +21.3% | -1.8% | +23.2% | +20.7% |
| 30D | +90.8% | -2.2% | +93.0% | +89.5% |
| 3M | -6.8% | -1.8% | -5.0% | -7.0% |
| 6M | -39.8% | -10.6% | -29.2% | -42.5% |
| YTD | -55.7% | +4.4% | -60.1% | -53.4% |
| 1Y | -92.7% | +30.4% | -123.1% | -91.3% |
| All | -85.6% | +26.1% | -111.7% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling