+13.4%
GD vs MSTZ
-29.5%
+42.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.7% |
| 7D | -5.3% | -29.7% | +24.5% | -5.8% |
| 30D | -6.4% | -65.3% | +58.9% | -8.3% |
| 3M | +5.7% | -57.3% | +63.0% | +4.9% |
| 6M | -0.9% | -61.6% | +60.7% | -1.7% |
| YTD | +8.2% | -78.3% | +86.4% | +7.3% |
| 1Y | +13.4% | -30.2% | +43.7% | +20.8% |
| All | +13.4% | -29.5% | +42.9% | +20.8% |
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 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