+3.2%
GPN vs MSTZ
-18.6%
+21.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.5% |
| 7D | -4.6% | +17.0% | -21.6% | -3.8% |
| 30D | -0.3% | -61.8% | +61.5% | -4.2% |
| 3M | +35.4% | -54.6% | +90.0% | +32.8% |
| 6M | +21.7% | -59.3% | +80.9% | +20.2% |
| YTD | +14.9% | -74.6% | +89.5% | +14.1% |
| 1Y | +3.2% | -18.8% | +22.0% | +16.8% |
| All | +3.2% | -18.6% | +21.8% | +16.8% |
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 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