-88.4%
MSTU vs GWRE
-18.6%
-69.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -1.5% | -5.3% | -5.8% |
| 7D | -22.0% | -30.9% | +8.9% | -2.0% |
| 30D | +60.3% | -20.7% | +81.0% | +85.8% |
| 3M | -3.7% | +20.2% | -23.9% | -18.9% |
| 6M | -45.2% | -11.9% | -33.3% | -43.1% |
| YTD | -64.3% | -30.3% | -34.0% | -54.8% |
| 1Y | -94.0% | -44.6% | -49.4% | -90.2% |
| All | -88.4% | -18.6% | -69.7% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling