-58.6%
MSTZ vs GPC
+2.8%
-61.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.3% | +2.6% | +5.4% |
| 7D | +4.3% | +0.8% | +3.4% | +4.5% |
| 30D | +30.2% | -1.1% | +31.2% | +30.1% |
| 3M | -66.9% | -6.6% | -60.3% | -67.4% |
| 6M | -26.3% | +22.2% | -48.6% | -21.1% |
| YTD | -80.1% | +5.1% | -85.2% | -81.4% |
| All | -58.6% | +2.8% | -61.5% | -62.9% |
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 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