-88.0%
MSTU vs GTLB
-8.1%
-79.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.2% | +4.1% |
| 7D | -16.6% | -5.7% | -10.9% | -12.5% |
| 30D | +69.7% | +15.1% | +54.6% | +50.7% |
| 3M | -7.5% | +65.5% | -72.9% | -40.4% |
| 6M | -43.1% | +102.9% | -146.0% | -71.1% |
| YTD | -63.0% | +25.2% | -88.2% | -69.6% |
| 1Y | -93.8% | -5.5% | -88.3% | -93.3% |
| All | -88.0% | -8.1% | -79.9% | -87.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling