+23.0%
GD vs MSTZ
-99.4%
+122.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +17.7% | -20.0% | -2.1% |
| 7D | -3.9% | +13.4% | -17.3% | -3.7% |
| 30D | +8.1% | +37.5% | -29.5% | +8.8% |
| 3M | -6.8% | -69.9% | +63.2% | -8.1% |
| 6M | +3.0% | -32.0% | +35.0% | +3.8% |
| YTD | +7.8% | -81.2% | +89.0% | +7.0% |
| 1Y | +5.8% | -56.1% | +61.9% | +6.7% |
| All | +23.0% | -99.4% | +122.4% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling