+12.6%
GAP vs MSTZ
-99.2%
+111.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.5% | -10.0% | -4.3% |
| 7D | -3.2% | -23.6% | +20.4% | -4.0% |
| 30D | -0.7% | -60.7% | +60.0% | -4.7% |
| 3M | -0.5% | -58.3% | +57.8% | -2.8% |
| 6M | -5.0% | -60.0% | +55.0% | -6.4% |
| YTD | -14.7% | -75.2% | +60.5% | -16.0% |
| 1Y | -8.6% | -19.9% | +11.2% | -0.3% |
| All | +12.6% | -99.2% | +111.7% | -1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling