+177.1%
GH vs MSTZ
-18.6%
+195.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.8% | +2.7% | -1.1% |
| 7D | -2.5% | +17.0% | -19.5% | -2.1% |
| 30D | -4.7% | -61.8% | +57.1% | -6.6% |
| 3M | +20.2% | -54.6% | +74.8% | +18.4% |
| 6M | +78.8% | -59.3% | +138.0% | +77.5% |
| YTD | +54.1% | -74.6% | +128.7% | +47.8% |
| 1Y | +177.1% | -18.8% | +195.9% | +124.6% |
| All | +177.1% | -18.6% | +195.7% | +124.6% |
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 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