+228.9%
GFI vs MSTZ
-99.1%
+328.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -1.5% |
| 7D | -4.9% | +17.0% | -21.9% | -4.0% |
| 30D | +10.7% | -61.8% | +72.5% | +7.1% |
| 3M | +25.6% | -54.6% | +80.2% | +23.7% |
| 6M | -8.3% | -59.3% | +51.0% | -8.6% |
| YTD | +6.3% | -74.6% | +80.9% | +5.3% |
| 1Y | +22.1% | -18.8% | +40.9% | +22.1% |
| All | +228.9% | -99.1% | +328.1% | +239.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling