-38.1%
GLXY vs MSTZ
-19.5%
-18.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.6% | -10.4% | 0.0% |
| 7D | -16.2% | +21.1% | -37.3% | -10.0% |
| 30D | -30.6% | +40.1% | -70.7% | -17.5% |
| 3M | -27.7% | -66.1% | +38.4% | -40.4% |
| 6M | -53.3% | -20.7% | -32.6% | -37.5% |
| YTD | -36.9% | -78.6% | +41.7% | -30.3% |
| 1Y | -55.6% | -55.5% | -0.1% | -29.9% |
| All | -38.1% | -19.5% | -18.6% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling