-99.2%
MSTZ vs GPC
-5.7%
-93.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +12.4% |
| 7D | +25.6% | -1.3% | +26.9% | +24.7% |
| 30D | +50.6% | -6.0% | +56.6% | +45.6% |
| 3M | -64.5% | -7.6% | -56.9% | -66.2% |
| 6M | -14.0% | +24.2% | -38.2% | +0.4% |
| YTD | -76.4% | +2.7% | -79.1% | -75.1% |
| 1Y | -56.2% | +0.2% | -56.4% | -55.0% |
| All | -99.2% | -5.7% | -93.4% | -98.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling