+307.9%
GEV vs MSTZ
-99.1%
+407.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.8% | +7.4% | +3.3% |
| 7D | +1.6% | +17.0% | -15.4% | +3.1% |
| 30D | -7.9% | -61.8% | +53.8% | -14.0% |
| 3M | +5.6% | -54.6% | +60.2% | +2.3% |
| 6M | +13.1% | -59.3% | +72.3% | +11.9% |
| YTD | +46.7% | -74.6% | +121.3% | +45.1% |
| 1Y | +51.3% | -18.8% | +70.1% | +72.1% |
| All | +307.9% | -99.1% | +407.0% | +308.6% |
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