+37.1%
GFS vs MSTZ
-24.0%
+61.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.2% | -8.5% | +0.4% |
| 7D | +2.6% | -25.4% | +28.0% | +0.8% |
| 30D | -16.4% | -60.9% | +44.5% | -21.6% |
| 3M | -41.6% | -54.2% | +12.6% | -42.5% |
| 6M | -3.7% | -65.0% | +61.3% | -4.4% |
| YTD | +29.3% | -76.5% | +105.8% | +28.6% |
| 1Y | +37.1% | -23.4% | +60.5% | +72.2% |
| All | +37.1% | -24.0% | +61.1% | +72.2% |
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