-18.7%
GPN vs MSTZ
-99.1%
+80.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.8% | +2.2% |
| 7D | -3.5% | +24.8% | -28.3% | -2.2% |
| 30D | +3.1% | -59.2% | +62.4% | -1.1% |
| 3M | +42.3% | -56.9% | +99.1% | +38.7% |
| 6M | +20.9% | -57.6% | +78.5% | +19.8% |
| YTD | +15.2% | -73.6% | +88.8% | +14.3% |
| 1Y | +5.4% | -15.6% | +21.0% | +15.4% |
| All | -18.7% | -99.1% | +80.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling