+19.1%
GRMN vs MSTZ
-18.6%
+37.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.8% | +7.6% | +3.7% |
| 7D | +2.0% | +17.0% | -15.0% | +2.8% |
| 30D | -8.8% | -61.8% | +53.0% | -11.8% |
| 3M | +19.0% | -54.6% | +73.6% | +17.8% |
| 6M | +20.7% | -59.3% | +80.0% | +20.1% |
| YTD | +40.5% | -74.6% | +115.1% | +40.4% |
| 1Y | +19.1% | -18.8% | +37.9% | +41.1% |
| All | +19.1% | -18.6% | +37.7% | +41.1% |
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