+69.7%
GLD vs MSTZ
-99.2%
+168.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.2% | -9.9% | -1.5% |
| 7D | +0.7% | -25.4% | +26.1% | +0.2% |
| 30D | +0.3% | -60.9% | +61.2% | -1.3% |
| 3M | +0.6% | -54.2% | +54.8% | -0.3% |
| 6M | -15.6% | -65.0% | +49.4% | -16.2% |
| YTD | +0.9% | -76.5% | +77.4% | -0.1% |
| 1Y | +19.4% | -23.4% | +42.8% | +19.3% |
| All | +69.7% | -99.2% | +168.9% | +66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling