-61.2%
MSTZ vs GGLL
-19.4%
-41.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +1.6% |
| 7D | -1.2% | +3.1% | -4.3% | +1.2% |
| 30D | +22.2% | -36.3% | +58.5% | -0.8% |
| 3M | -70.4% | -40.4% | -30.0% | -76.1% |
| 6M | -31.0% | -54.6% | +23.6% | -47.3% |
| YTD | -81.0% | -31.1% | -49.9% | -80.2% |
| 1Y | -61.2% | -19.2% | -42.0% | -57.5% |
| All | -61.2% | -19.4% | -41.8% | -57.5% |
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