+185.9%
GLW vs MSTZ
-99.3%
+285.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.2% | +9.6% | +7.3% |
| 7D | +1.4% | +31.0% | -29.6% | +3.7% |
| 30D | -18.2% | +34.0% | -52.2% | -15.7% |
| 3M | -24.2% | -67.7% | +43.5% | -27.2% |
| 6M | -41.7% | -14.9% | -26.8% | -38.8% |
| YTD | +38.3% | -79.1% | +117.4% | +38.2% |
| 1Y | +38.2% | -58.9% | +97.1% | +44.3% |
| All | +185.9% | -99.3% | +285.2% | +178.1% |
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 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