-92.7%
MSTU vs GTLB
+14.4%
-107.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.8% |
| 7D | +21.3% | +11.1% | +10.3% | +13.5% |
| 30D | +90.8% | +37.8% | +53.0% | +57.1% |
| 3M | -6.8% | +61.6% | -68.3% | -30.3% |
| 6M | -39.8% | +98.9% | -138.7% | -61.2% |
| YTD | -55.7% | +32.8% | -88.5% | -60.8% |
| 1Y | -92.7% | +14.7% | -107.3% | -92.4% |
| All | -92.7% | +14.4% | -107.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling