-99.2%
MSTZ vs GPC
+6.0%
-105.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +3.3% |
| 7D | -29.7% | +1.2% | -30.9% | -29.2% |
| 30D | -65.3% | +6.0% | -71.3% | -63.9% |
| 3M | -57.3% | +42.6% | -100.0% | -45.6% |
| 6M | -61.6% | +22.8% | -84.4% | -55.6% |
| YTD | -78.3% | +15.5% | -93.7% | -75.4% |
| 1Y | -30.2% | +2.0% | -32.3% | -28.2% |
| All | -99.2% | +6.0% | -105.2% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling