-87.5%
MSTU vs GTLB
-9.4%
-78.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.0% |
| 7D | +12.9% | -6.6% | +19.5% | +19.4% |
| 30D | +68.3% | +13.7% | +54.6% | +51.0% |
| 3M | +0.4% | +52.9% | -52.5% | -30.9% |
| 6M | -41.5% | +88.5% | -130.0% | -68.2% |
| YTD | -61.7% | +23.4% | -85.2% | -68.1% |
| 1Y | -93.7% | -3.8% | -89.8% | -93.3% |
| All | -87.5% | -9.4% | -78.2% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling