-99.1%
MSTZ vs RBA
+14.5%
-113.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +5.9% |
| 7D | +30.8% | +1.7% | +29.0% | +33.1% |
| 30D | +41.2% | +8.3% | +32.8% | +53.9% |
| 3M | -60.9% | +10.5% | -71.5% | -56.6% |
| 6M | -15.7% | -5.9% | -9.8% | -20.2% |
| YTD | -75.2% | -6.9% | -68.4% | -74.5% |
| 1Y | -59.8% | -4.9% | -54.9% | -57.4% |
| All | -99.1% | +14.5% | -113.6% | -98.4% |
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