+17.9%
GAP vs MSTZ
-99.2%
+117.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.2% | -8.4% | +0.2% |
| 7D | +1.7% | -25.4% | +27.1% | +0.7% |
| 30D | +9.3% | -60.9% | +70.2% | +4.9% |
| 3M | +6.1% | -54.2% | +60.3% | +4.3% |
| 6M | -2.3% | -65.0% | +62.7% | -4.5% |
| YTD | -10.6% | -76.5% | +65.9% | -12.2% |
| 1Y | -4.4% | -23.4% | +18.9% | +4.1% |
| All | +17.9% | -99.2% | +117.1% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling