-99.3%
MSTZ vs GPC
-5.0%
-94.2%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.6% |
| 7D | +31.0% | -2.1% | +33.1% | +29.6% |
| 30D | +34.0% | -4.5% | +38.5% | +30.7% |
| 3M | -67.7% | -7.7% | -60.0% | -69.2% |
| 6M | -14.9% | +24.3% | -39.2% | -0.7% |
| YTD | -79.1% | +3.5% | -82.5% | -77.9% |
| 1Y | -58.9% | +0.7% | -59.7% | -57.7% |
| All | -99.3% | -5.0% | -94.2% | -98.9% |
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