-88.0%
MSTU vs GWRE
-18.2%
-69.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.0% | +3.2% |
| 7D | -16.6% | -13.2% | -3.4% | -8.1% |
| 30D | +69.7% | -18.6% | +88.3% | +93.4% |
| 3M | -7.5% | +18.9% | -26.4% | -21.4% |
| 6M | -43.1% | -11.0% | -32.2% | -41.4% |
| YTD | -63.0% | -29.9% | -33.1% | -53.3% |
| 1Y | -93.8% | -44.3% | -49.4% | -89.9% |
| All | -88.0% | -18.2% | -69.8% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling