-86.8%
MSTU vs GTLB
-7.8%
-79.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -5.4% | -3.3% | -4.3% |
| 7D | +16.1% | +4.6% | +11.6% | +11.0% |
| 30D | +68.7% | +21.0% | +47.7% | +43.3% |
| 3M | -11.0% | +51.7% | -62.7% | -38.1% |
| 6M | -33.4% | +89.3% | -122.7% | -63.9% |
| YTD | -59.5% | +25.6% | -85.1% | -66.8% |
| 1Y | -93.4% | -1.5% | -91.8% | -93.2% |
| All | -86.8% | -7.8% | -79.0% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling