+14.7%
GTLB vs MSTZ
-29.5%
+44.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.6% | +1.3% |
| 7D | +11.1% | -29.7% | +40.8% | +8.6% |
| 30D | +37.8% | -65.3% | +103.1% | +28.4% |
| 3M | +61.6% | -57.3% | +118.9% | +56.9% |
| 6M | +98.9% | -61.6% | +160.6% | +96.1% |
| YTD | +32.8% | -78.3% | +111.1% | +29.9% |
| 1Y | +14.7% | -30.2% | +44.9% | +31.2% |
| All | +14.7% | -29.5% | +44.1% | +31.2% |
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