+23.0%
GSK vs MSTZ
-12.4%
+35.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.6% | -7.6% | -1.0% |
| 7D | -5.4% | +24.8% | -30.2% | -5.3% |
| 30D | -4.6% | -59.2% | +54.6% | -4.9% |
| 3M | -5.1% | -56.9% | +51.7% | -5.4% |
| 6M | -11.4% | -57.6% | +46.2% | -11.7% |
| YTD | +0.7% | -73.6% | +74.3% | +0.3% |
| 1Y | +23.0% | -15.6% | +38.6% | +23.4% |
| All | +23.0% | -12.4% | +35.4% | +23.4% |
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