+31.6%
GME vs MSTZ
-99.2%
+130.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +1.3% |
| 7D | +2.9% | +30.8% | -27.9% | +5.1% |
| 30D | -4.8% | +41.2% | -46.0% | -1.4% |
| 3M | +39.2% | -60.9% | +100.1% | +34.0% |
| 6M | +17.1% | -15.7% | +32.7% | +23.0% |
| YTD | +28.7% | -75.2% | +104.0% | +28.9% |
| 1Y | +23.3% | -59.8% | +83.1% | +30.9% |
| All | +31.6% | -99.2% | +130.7% | +43.7% |
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 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