-8.2%
GTLB vs MSTZ
-99.1%
+91.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -1.0% |
| 7D | -5.7% | +17.0% | -22.7% | -4.3% |
| 30D | +15.1% | -61.8% | +76.9% | +7.8% |
| 3M | +65.5% | -54.6% | +120.0% | +60.5% |
| 6M | +102.9% | -59.3% | +162.1% | +99.8% |
| YTD | +25.2% | -74.6% | +99.8% | +23.6% |
| 1Y | -5.5% | -18.8% | +13.3% | +6.8% |
| All | -8.2% | -99.1% | +91.0% | -12.6% |
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