-9.5%
GTLB vs MSTZ
-99.2%
+89.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -1.2% |
| 7D | -6.6% | -23.6% | +17.0% | -8.1% |
| 30D | +13.7% | -60.7% | +74.5% | +6.7% |
| 3M | +52.9% | -58.3% | +111.2% | +47.2% |
| 6M | +88.5% | -60.0% | +148.5% | +85.3% |
| YTD | +23.4% | -75.2% | +98.7% | +21.5% |
| 1Y | -3.8% | -19.9% | +16.1% | +8.6% |
| All | -9.5% | -99.2% | +89.7% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling