+95.4%
GS vs MSTZ
-99.3%
+194.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.6% | -7.2% | +1.0% |
| 7D | +1.6% | +21.1% | -19.5% | +3.4% |
| 30D | +1.7% | +40.1% | -38.4% | +5.2% |
| 3M | -11.6% | -66.1% | +54.5% | -15.6% |
| 6M | -1.9% | -20.7% | +18.8% | +2.3% |
| YTD | +5.1% | -78.6% | +83.7% | +4.1% |
| 1Y | +16.4% | -55.5% | +71.9% | +23.0% |
| All | +95.4% | -99.3% | +194.7% | +70.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling