-13.8%
GLD vs MSTZ
-63.6%
+49.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.5% | -0.6% |
| 7D | -0.5% | -29.7% | +29.2% | -2.4% |
| 30D | +4.4% | -65.3% | +69.7% | -1.9% |
| 3M | -1.1% | -57.3% | +56.2% | -3.4% |
| 6M | -13.8% | -61.6% | +47.9% | -15.0% |
| All | -13.8% | -63.6% | +49.8% | -15.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling