+3.8%
GME vs MSTZ
-99.1%
+102.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.6% | -4.1% | +3.0% |
| 7D | +6.0% | +24.8% | -18.8% | +7.9% |
| 30D | +8.3% | -59.2% | +67.6% | +2.7% |
| 3M | -9.1% | -56.9% | +47.8% | -11.9% |
| 6M | -16.3% | -57.6% | +41.3% | -17.4% |
| YTD | +1.5% | -73.6% | +75.1% | +0.3% |
| 1Y | -16.3% | -15.6% | -0.8% | -4.5% |
| All | +3.8% | -99.1% | +102.9% | +11.8% |
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