+3.8%
GFS vs MSTZ
-99.3%
+103.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.9% | 0.0% | +5.3% |
| 7D | -3.1% | +4.3% | -7.4% | -2.5% |
| 30D | -16.0% | +30.2% | -46.2% | -13.2% |
| 3M | -24.7% | -66.9% | +42.2% | -28.5% |
| 6M | -45.1% | -26.3% | -18.8% | -42.4% |
| YTD | +16.5% | -80.1% | +96.6% | +15.6% |
| 1Y | +19.3% | -57.5% | +76.8% | +27.9% |
| All | +3.8% | -99.3% | +103.1% | -13.4% |
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