+4.5%
GEN vs MSTZ
-12.4%
+16.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.6% | -5.9% | +1.2% |
| 7D | -4.4% | +24.8% | -29.2% | -2.8% |
| 30D | +3.7% | -59.2% | +63.0% | -1.0% |
| 3M | +22.2% | -56.9% | +79.1% | +18.9% |
| 6M | +38.9% | -57.6% | +96.5% | +37.2% |
| YTD | +11.9% | -73.6% | +85.5% | +8.6% |
| 1Y | +4.5% | -15.6% | +20.1% | +9.4% |
| All | +4.5% | -12.4% | +16.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling