+5.1%
GNRC vs MSTZ
-29.5%
+34.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +2.5% |
| 7D | +1.9% | -29.7% | +31.6% | +0.3% |
| 30D | -13.8% | -65.3% | +51.5% | -18.4% |
| 3M | -32.6% | -57.3% | +24.7% | -33.3% |
| 6M | -15.2% | -61.6% | +46.5% | -15.5% |
| YTD | +37.4% | -78.3% | +115.7% | +35.5% |
| 1Y | +5.1% | -30.2% | +35.4% | +20.6% |
| All | +5.1% | -29.5% | +34.6% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling