-47.0%
GIS vs MSTZ
-99.1%
+52.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.6% | -9.6% | -3.1% |
| 7D | -8.4% | +24.8% | -33.2% | -8.7% |
| 30D | -5.2% | -59.2% | +54.0% | -4.3% |
| 3M | +8.2% | -56.9% | +65.0% | +8.5% |
| 6M | -12.0% | -57.6% | +45.6% | -12.1% |
| YTD | -18.9% | -73.6% | +54.7% | -18.9% |
| 1Y | -23.6% | -15.6% | -8.1% | -25.5% |
| All | -47.0% | -99.1% | +52.1% | -45.9% |
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