+25.5%
GD vs MSTZ
-99.2%
+124.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.2% |
| 7D | +2.7% | +30.8% | -28.1% | +3.1% |
| 30D | +8.6% | +41.2% | -32.6% | +9.3% |
| 3M | -7.1% | -60.9% | +53.8% | -8.0% |
| 6M | +7.5% | -15.7% | +23.1% | +8.6% |
| YTD | +9.9% | -75.2% | +85.1% | +9.6% |
| 1Y | +7.6% | -59.8% | +67.3% | +8.2% |
| All | +25.5% | -99.2% | +124.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling