-18.0%
GIS vs MSTZ
-29.5%
+11.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -2.5% |
| 7D | -7.8% | -29.7% | +21.9% | -7.6% |
| 30D | +6.6% | -65.3% | +71.9% | +7.1% |
| 3M | +21.0% | -57.3% | +78.3% | +20.3% |
| 6M | -9.1% | -61.6% | +52.6% | -9.9% |
| YTD | -13.6% | -78.3% | +64.7% | -14.0% |
| 1Y | -18.0% | -30.2% | +12.2% | -19.1% |
| All | -18.0% | -29.5% | +11.4% | -19.1% |
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