-99.3%
MSTZ vs GPC
-5.8%
-93.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -0.2% |
| 30D | +22.2% | -2.1% | +24.3% | +20.9% |
| 3M | -70.4% | -6.8% | -63.6% | -71.6% |
| 6M | -31.0% | +18.6% | -49.6% | -22.3% |
| YTD | -81.0% | +2.7% | -83.7% | -80.1% |
| 1Y | -61.2% | +1.8% | -63.0% | -59.5% |
| All | -99.3% | -5.8% | -93.6% | -99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling