+175.2%
GLW vs MSTZ
-99.3%
+274.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.9% | +4.3% | +9.6% |
| 7D | -5.9% | +4.3% | -10.2% | -5.3% |
| 30D | -26.0% | +30.2% | -56.1% | -23.9% |
| 3M | -29.9% | -66.9% | +37.0% | -32.6% |
| 6M | -37.8% | -26.3% | -11.4% | -35.3% |
| YTD | +33.1% | -80.1% | +113.2% | +32.5% |
| 1Y | +36.8% | -57.5% | +94.3% | +42.9% |
| All | +175.2% | -99.3% | +274.5% | +166.6% |
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