+16.3%
GEN vs MSTZ
-99.3%
+115.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.9% | +0.3% |
| 7D | -0.3% | +4.3% | -4.6% | +0.1% |
| 30D | +28.2% | +30.2% | -2.0% | +30.6% |
| 3M | +2.6% | -66.9% | +69.5% | -1.0% |
| 6M | +32.7% | -26.3% | +59.0% | +35.9% |
| YTD | +11.3% | -80.1% | +91.4% | +9.6% |
| 1Y | +17.9% | -57.5% | +75.4% | +20.7% |
| All | +16.3% | -99.3% | +115.6% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling