-58.9%
MSTZ vs RBA
-4.5%
-54.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.4% |
| 7D | +31.0% | +0.6% | +30.4% | +31.3% |
| 30D | +34.0% | +9.0% | +25.0% | +39.4% |
| 3M | -67.7% | +7.2% | -74.8% | -66.7% |
| 6M | -14.9% | -7.8% | -7.2% | -14.0% |
| YTD | -79.1% | -6.4% | -72.7% | -78.0% |
| 1Y | -58.9% | -4.2% | -54.8% | -57.9% |
| All | -58.9% | -4.5% | -54.4% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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