+123.2%
GLW vs MSTZ
-29.5%
+152.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +5.9% |
| 7D | +3.8% | -29.7% | +33.5% | +1.4% |
| 30D | -1.3% | -65.3% | +63.9% | -8.8% |
| 3M | -21.8% | -57.3% | +35.5% | -23.8% |
| 6M | +6.9% | -61.6% | +68.5% | +6.3% |
| YTD | +77.2% | -78.3% | +155.4% | +72.6% |
| 1Y | +123.2% | -30.2% | +153.5% | +156.0% |
| All | +123.2% | -29.5% | +152.7% | +156.0% |
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 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