-10.5%
GAP vs MSTZ
-12.4%
+1.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.6% | -8.7% | -2.0% |
| 7D | -6.3% | +24.8% | -31.1% | -5.9% |
| 30D | -0.2% | -59.2% | +59.0% | -2.5% |
| 3M | 0.0% | -56.9% | +56.9% | -0.7% |
| 6M | -8.1% | -57.6% | +49.5% | -8.8% |
| YTD | -16.5% | -73.6% | +57.1% | -17.9% |
| 1Y | -10.5% | -15.6% | +5.1% | -0.5% |
| All | -10.5% | -12.4% | +1.9% | -0.5% |
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