+18.2%
GAP vs MSTZ
-99.3%
+117.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.6% |
| 7D | -4.5% | -29.7% | +25.2% | -5.7% |
| 30D | +9.0% | -65.3% | +74.3% | +4.0% |
| 3M | +5.0% | -57.3% | +62.3% | +3.0% |
| 6M | -17.8% | -61.6% | +43.8% | -19.0% |
| YTD | -10.4% | -78.3% | +67.9% | -12.4% |
| 1Y | -3.4% | -30.2% | +26.9% | +4.7% |
| All | +18.2% | -99.3% | +117.5% | +2.6% |
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 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