+25.0%
GD vs MSTZ
-99.3%
+124.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.7% | +2.3% |
| 7D | -3.0% | +4.3% | -7.3% | -2.9% |
| 30D | +9.3% | +30.2% | -20.9% | +9.9% |
| 3M | -7.2% | -66.9% | +59.7% | -8.4% |
| 6M | +5.5% | -26.3% | +31.8% | +6.4% |
| YTD | +9.5% | -80.1% | +89.6% | +8.8% |
| 1Y | +6.4% | -57.5% | +63.9% | +7.3% |
| All | +25.0% | -99.3% | +124.3% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling