+23.5%
GD vs MSTZ
-99.3%
+122.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.7% |
| 7D | -5.3% | -29.7% | +24.5% | -5.7% |
| 30D | -6.4% | -65.3% | +58.9% | -7.8% |
| 3M | +5.7% | -57.3% | +63.0% | +5.0% |
| 6M | -0.9% | -61.6% | +60.7% | -1.5% |
| YTD | +8.2% | -78.3% | +86.4% | +7.3% |
| 1Y | +13.4% | -30.2% | +43.7% | +15.1% |
| All | +23.5% | -99.3% | +122.7% | +18.4% |
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