+12.8%
GAP vs MSTZ
-99.2%
+112.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.8% | -14.1% | -0.6% |
| 7D | -5.2% | +25.6% | -30.8% | -4.0% |
| 30D | -6.9% | +50.6% | -57.5% | -4.4% |
| 3M | +5.7% | -64.5% | +70.2% | +2.2% |
| 6M | +0.9% | -14.0% | +14.9% | +5.0% |
| YTD | -14.5% | -76.4% | +61.9% | -14.9% |
| 1Y | -12.1% | -56.2% | +44.1% | -7.9% |
| All | +12.8% | -99.2% | +112.0% | -0.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling