-4.9%
GTLB vs MSTZ
-15.4%
+10.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.6% | -4.5% | +2.7% |
| 7D | -4.1% | +24.8% | -28.9% | -2.2% |
| 30D | +12.3% | -59.2% | +71.6% | +6.2% |
| 3M | +65.9% | -56.9% | +122.8% | +60.7% |
| 6M | +104.0% | -57.6% | +161.6% | +102.5% |
| YTD | +26.0% | -73.6% | +99.6% | +25.4% |
| All | -4.9% | -15.4% | +10.5% | +8.8% |
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