+26.9%
GNRC vs MSTZ
-99.1%
+126.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -2.1% |
| 7D | -0.7% | +24.8% | -25.5% | +0.8% |
| 30D | -15.8% | -59.2% | +43.4% | -19.8% |
| 3M | -24.0% | -56.9% | +32.8% | -26.1% |
| 6M | -13.8% | -57.6% | +43.8% | -14.6% |
| YTD | +33.2% | -73.6% | +106.8% | +31.9% |
| 1Y | -1.8% | -15.6% | +13.8% | +8.8% |
| All | +26.9% | -99.1% | +126.0% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling