-65.1%
MSTZ vs GGLL
-11.6%
-53.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.5% | -16.1% | -6.0% |
| 7D | +0.7% | -23.1% | +23.8% | -10.1% |
| 30D | +16.6% | -32.9% | +49.5% | -3.1% |
| 3M | -74.7% | -44.9% | -29.8% | -80.5% |
| 6M | -43.9% | -49.5% | +5.6% | -55.0% |
| YTD | -84.0% | -28.9% | -55.1% | -83.1% |
| 1Y | -65.1% | -12.2% | -52.9% | -59.8% |
| All | -65.1% | -11.6% | -53.5% | -59.8% |
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