-93.8%
MSTU vs GWRE
-44.7%
-49.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.3% |
| 7D | -16.6% | -13.2% | -3.4% | -10.5% |
| 30D | +69.7% | -18.6% | +88.3% | +87.6% |
| 3M | -7.5% | +18.9% | -26.4% | -14.2% |
| 6M | -43.1% | -11.0% | -32.2% | -37.9% |
| YTD | -63.0% | -29.9% | -33.1% | -58.7% |
| 1Y | -93.8% | -44.3% | -49.4% | -90.0% |
| All | -93.8% | -44.7% | -49.1% | -90.0% |
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