+11.9%
GAP vs MSTZ
-99.2%
+111.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.8% | -0.6% |
| 7D | -1.9% | +30.8% | -32.7% | -0.5% |
| 30D | -7.1% | +41.2% | -48.3% | -4.9% |
| 3M | +4.1% | -60.9% | +65.0% | +1.2% |
| 6M | +1.9% | -15.7% | +17.6% | +5.8% |
| YTD | -15.2% | -75.2% | +60.0% | -15.4% |
| 1Y | -10.6% | -59.8% | +49.2% | -7.2% |
| All | +11.9% | -99.2% | +111.0% | -0.9% |
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