-99.3%
MSTZ vs GGLL
+102.7%
-202.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -4.5% | +22.2% | +14.1% |
| 7D | +13.4% | -1.3% | +14.7% | +13.8% |
| 30D | +37.5% | -36.3% | +73.8% | -0.1% |
| 3M | -69.9% | -42.7% | -27.3% | -79.3% |
| 6M | -32.0% | -53.1% | +21.1% | -57.0% |
| YTD | -81.2% | -32.1% | -49.1% | -82.4% |
| 1Y | -56.1% | -20.1% | -36.0% | -51.4% |
| All | -99.3% | +102.7% | -202.1% | -96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling