-24.0%
CG vs MSTZ
-54.5%
+30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -3.9% | +1.5% |
| 7D | +0.2% | +30.8% | -30.6% | +2.6% |
| 30D | +11.2% | +41.2% | -30.0% | +15.6% |
| 3M | -22.1% | -60.9% | +38.8% | -25.3% |
| 6M | -17.9% | -15.7% | -2.2% | -11.4% |
| YTD | -31.3% | -75.2% | +43.9% | -30.7% |
| 1Y | -24.0% | -59.8% | +35.8% | -20.7% |
| All | -24.0% | -54.5% | +30.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling