+78.6%
GE vs MSTZ
-99.1%
+177.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.6% | -7.0% | -0.1% |
| 7D | -2.8% | +24.8% | -27.6% | -1.9% |
| 30D | -11.9% | -59.2% | +47.3% | -14.5% |
| 3M | +1.8% | -56.9% | +58.7% | +0.1% |
| 6M | -0.6% | -57.6% | +57.0% | -1.3% |
| YTD | +5.5% | -73.6% | +79.1% | +4.7% |
| 1Y | +15.0% | -15.6% | +30.5% | +21.8% |
| All | +78.6% | -99.1% | +177.7% | +78.0% |
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 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