+26.8%
GD vs MSTZ
-99.3%
+126.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +0.6% | +31.0% | -30.4% | +1.1% |
| 30D | +9.5% | +34.0% | -24.5% | +10.1% |
| 3M | -5.8% | -67.7% | +61.8% | -7.1% |
| 6M | +7.7% | -14.9% | +22.7% | +9.0% |
| YTD | +11.1% | -79.1% | +90.1% | +10.4% |
| 1Y | +6.1% | -58.9% | +65.0% | +6.8% |
| All | +26.8% | -99.3% | +126.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling