-30.2%
MSTZ vs GGLL
+80.0%
-110.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +1.4% |
| 7D | -29.7% | -4.8% | -24.9% | -30.8% |
| 30D | -65.3% | -13.7% | -51.6% | -67.6% |
| 3M | -57.3% | -21.9% | -35.5% | -59.6% |
| 6M | -61.6% | +11.7% | -73.3% | -53.2% |
| YTD | -78.3% | +2.3% | -80.6% | -73.9% |
| 1Y | -30.2% | +76.2% | -106.4% | +14.4% |
| All | -30.2% | +80.0% | -110.2% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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