+517.5%
GH vs MSTZ
-99.2%
+616.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +12.8% | -12.8% | +1.1% |
| 7D | +0.9% | +25.6% | -24.6% | +2.9% |
| 30D | -4.5% | +50.6% | -55.0% | -0.2% |
| 3M | -6.2% | -64.5% | +58.3% | -10.8% |
| 6M | +55.0% | -14.0% | +69.0% | +63.6% |
| YTD | +51.6% | -76.4% | +128.0% | +50.8% |
| 1Y | +58.3% | -56.2% | +114.5% | +69.0% |
| All | +517.5% | -99.2% | +616.7% | +442.3% |
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