+7.4%
CG vs MSTZ
-99.1%
+106.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.6% | -8.9% | -1.7% |
| 7D | -9.8% | +24.8% | -34.6% | -7.7% |
| 30D | -10.3% | -59.2% | +48.9% | -16.1% |
| 3M | -1.7% | -56.9% | +55.2% | -5.4% |
| 6M | -9.8% | -57.6% | +47.8% | -10.9% |
| YTD | -25.6% | -73.6% | +48.0% | -26.2% |
| 1Y | -32.5% | -15.6% | -17.0% | -22.6% |
| All | +7.4% | -99.1% | +106.5% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ 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 10y: compounded portfolio wealth divided by compounded MSTZ 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…
10y analysis · Full analysis span regression · 6 months rolling