-32.3%
MSTU vs GTLB
+102.6%
-134.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.2% | -3.6% |
| 7D | +21.3% | +11.1% | +10.3% | +15.5% |
| 30D | +90.8% | +37.8% | +53.0% | +65.7% |
| 3M | -6.8% | +61.6% | -68.3% | -23.7% |
| All | -32.3% | +102.6% | -134.9% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling