+25.4%
GD vs MSTZ
-99.2%
+124.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +12.8% | -13.9% | -0.9% |
| 7D | +1.9% | +25.6% | -23.7% | +2.2% |
| 30D | +9.2% | +50.6% | -41.3% | +10.0% |
| 3M | -7.5% | -64.5% | +57.1% | -8.6% |
| 6M | +5.8% | -14.0% | +19.8% | +6.9% |
| YTD | +9.8% | -76.4% | +86.2% | +9.4% |
| 1Y | +5.8% | -56.2% | +62.0% | +6.6% |
| All | +25.4% | -99.2% | +124.6% | +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 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