+16.2%
GEN vs MSTZ
-99.2%
+115.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.6% | +0.1% |
| 7D | -2.9% | -23.6% | +20.7% | -3.8% |
| 30D | +2.1% | -60.7% | +62.8% | -1.8% |
| 3M | +19.7% | -58.3% | +78.0% | +16.9% |
| 6M | +33.3% | -60.0% | +93.3% | +31.7% |
| YTD | +11.1% | -75.2% | +86.3% | +9.5% |
| 1Y | +3.0% | -19.9% | +22.9% | +8.1% |
| All | +16.2% | -99.2% | +115.3% | +11.6% |
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