-87.2%
MSTU vs GWRE
-24.5%
-62.7%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +5.9% | +4.4% | +7.2% |
| 7D | -4.8% | +2.2% | -7.1% | -5.9% |
| 30D | -29.6% | +4.5% | -34.1% | -31.2% |
| 3M | +69.4% | +6.4% | +63.0% | +65.5% |
| 6M | -62.2% | +18.8% | -81.1% | -64.5% |
| YTD | -61.1% | -15.1% | -45.9% | -66.2% |
| 1Y | -87.2% | -23.4% | -63.7% | -87.6% |
| All | -87.2% | -24.5% | -62.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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