-92.7%
MSTU vs GWRE
-25.4%
-67.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -19.9% | +16.8% | +5.7% |
| 7D | +21.3% | -21.1% | +42.4% | +33.8% |
| 30D | +90.8% | +1.3% | +89.5% | +90.7% |
| 3M | -6.8% | +7.4% | -14.2% | -9.3% |
| 6M | -39.8% | +5.6% | -45.4% | -41.9% |
| YTD | -55.7% | -19.2% | -36.5% | -54.3% |
| 1Y | -92.7% | -25.1% | -67.5% | -91.8% |
| All | -92.7% | -25.4% | -67.3% | -91.8% |
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