+293.7%
GEV vs MSTZ
-99.1%
+392.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.6% | -9.4% | -2.3% |
| 7D | -1.9% | +24.8% | -26.7% | +0.1% |
| 30D | -8.7% | -59.2% | +50.5% | -14.2% |
| 3M | +6.6% | -56.9% | +63.5% | +2.7% |
| 6M | +10.2% | -57.6% | +67.8% | +9.4% |
| YTD | +41.6% | -73.6% | +115.2% | +40.5% |
| 1Y | +43.9% | -15.6% | +59.5% | +64.2% |
| All | +293.7% | -99.1% | +392.8% | +295.6% |
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 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