-6.7%
GTLB vs MSTZ
-99.2%
+92.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.9% | -4.0% | +1.4% |
| 7D | -0.7% | +30.8% | -31.5% | +1.9% |
| 30D | -10.2% | +41.2% | -51.4% | -6.1% |
| 3M | +10.1% | -60.9% | +71.0% | +5.8% |
| 6M | +116.5% | -15.7% | +132.1% | +130.1% |
| YTD | +27.2% | -75.2% | +102.4% | +28.4% |
| 1Y | +8.6% | -59.8% | +68.3% | +15.9% |
| All | -6.7% | -99.2% | +92.4% | -9.2% |
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 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