+18.6%
GLXY vs MSTZ
-11.6%
+30.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.2% | -5.5% | +5.7% |
| 7D | +15.5% | -25.4% | +40.8% | +7.4% |
| 30D | +34.1% | -60.9% | +95.0% | +4.4% |
| 3M | -11.3% | -54.2% | +42.8% | -19.4% |
| 6M | +31.6% | -65.0% | +96.6% | +22.4% |
| YTD | +21.0% | -76.5% | +97.5% | +23.7% |
| 1Y | +11.7% | -23.4% | +35.1% | +106.3% |
| All | +18.6% | -11.6% | +30.3% | +144.7% |
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