-99.3%
MSTZ vs RBA
+14.0%
-113.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.7% | -0.3% | +18.0% | +17.4% |
| 7D | +13.4% | +7.3% | +6.0% | +22.1% |
| 30D | +37.5% | +16.9% | +20.6% | +63.1% |
| 3M | -69.9% | -0.5% | -69.4% | -70.3% |
| 6M | -32.0% | -10.4% | -21.5% | -40.1% |
| YTD | -81.2% | -7.2% | -74.0% | -80.7% |
| 1Y | -56.1% | -2.2% | -53.8% | -50.3% |
| All | -99.3% | +14.0% | -113.4% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling