-30.2%
MSTZ vs GPC
+0.2%
-30.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.8% |
| 7D | -29.7% | +0.4% | -30.1% | -29.6% |
| 30D | -65.3% | +5.1% | -70.4% | -64.4% |
| 3M | -57.3% | +41.5% | -98.9% | -49.4% |
| 6M | -61.6% | +21.8% | -83.4% | -57.4% |
| YTD | -78.3% | +14.6% | -92.8% | -76.4% |
| 1Y | -30.2% | +1.3% | -31.5% | -38.5% |
| All | -30.2% | +0.2% | -30.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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