-21.0%
CG vs MSTZ
-56.3%
+35.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.6% | -9.1% | -0.8% |
| 7D | +2.0% | +21.1% | -19.2% | +4.0% |
| 30D | +8.5% | +40.1% | -31.5% | +12.7% |
| 3M | -12.1% | -66.1% | +53.9% | -16.9% |
| 6M | -16.4% | -20.7% | +4.3% | -10.1% |
| YTD | -28.0% | -78.6% | +50.6% | -28.3% |
| All | -21.0% | -56.3% | +35.3% | -17.2% |
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