-99.2%
MSTZ vs RBA
+0.5%
-99.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +3.0% |
| 7D | -29.7% | -2.9% | -26.8% | -31.8% |
| 30D | -65.3% | -12.3% | -53.0% | -70.1% |
| 3M | -57.3% | -20.5% | -36.8% | -67.3% |
| 6M | -61.6% | -18.5% | -43.1% | -68.6% |
| YTD | -78.3% | -18.2% | -60.1% | -80.6% |
| 1Y | -30.2% | -27.5% | -2.7% | -52.6% |
| All | -99.2% | +0.5% | -99.8% | -98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling