-55.5%
MSTZ vs GPC
+2.1%
-57.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.4% | +7.5% |
| 7D | +21.1% | +0.4% | +20.8% | +21.3% |
| 30D | +40.1% | -1.8% | +41.9% | +39.8% |
| 3M | -66.1% | -6.6% | -59.5% | -66.6% |
| 6M | -20.7% | +21.3% | -42.1% | -15.2% |
| YTD | -78.6% | +4.3% | -82.9% | -80.1% |
| 1Y | -55.5% | +3.3% | -58.7% | -60.2% |
| All | -55.5% | +2.1% | -57.5% | -60.2% |
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